Decomposing European bond and equity volatility

International Journal of Finance and Economics

Volumn 15, Issue 2, 2010, Pages 105-122

  Christiansen, Charlotte ^a  

^a AARHUS UNIVERSITY   (Denmark)

Author keywords

Euro; European asset markets; GARCH; Integration of financial markets; International finance; Volatility spillover

Indexed keywords

FINANCIAL MARKET; MARKET CONDITIONS; NUMERICAL MODEL; SPILLOVER EFFECT; STOCK MARKET;

EUROPE; UNITED STATES;

EID: 77958521042     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.385     Document Type: Article

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