Sudden shifts in variance in the Spanish market: persistence and spillover effects
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References listed on IDEAS
- Geert Bekaert & Campbell R. Harvey, 2000.
"Capital Flows and the Behavior of Emerging Market Equity Returns,"
NBER Chapters,in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 159-194
National Bureau of Economic Research, Inc.
- Geert Bekaert & Campbell R. Harvey, 1998. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Working Papers 6669, National Bureau of Economic Research, Inc.
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