Volatility spillover effects in European equity markets

Journal of Financial and Quantitative Analysis

Volumn 40, Issue 2, 2005, Pages 373-401

  Baele, Lieven ^a,b  

^a TILBURG UNIVERSITY   (Netherlands)

^b GHENT UNIVERSITY   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 21144458942     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0022109000002350     Document Type: Article

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