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The role of volatility regimes on volatility transmission patterns

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  • Nikos Nomikos
  • Enrique Salvador

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  • Nikos Nomikos & Enrique Salvador, 2014. "The role of volatility regimes on volatility transmission patterns," Quantitative Finance, Taylor & Francis Journals, vol. 14(1), pages 1-13, January.
    • Handle: RePEc:taf:quantf:v:14:y:2014:i:1:p:1-13
    DOI: 10.1080/14697688.2013.822537
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    7. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2013. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," Review of International Economics, Wiley Blackwell, vol. 21(5), pages 1060-1075, November.
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