Volatility, spillover Effects and Correlations in US and Major European Markets
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Bibliographic InfoPaper provided by Money Macro and Finance Research Group in its series Money Macro and Finance (MMF) Research Group Conference 2005 with number 23.
Date of creation: 03 Sep 2005
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2006-03-05 (All new papers)
- NEP-EEC-2006-03-05 (European Economics)
- NEP-ETS-2006-03-05 (Econometric Time Series)
- NEP-FMK-2006-03-05 (Financial Markets)
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