A comparison of Spillover Effects before, during and after the 2008 Financial Crisis
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More about this item
KeywordsVolatility spillover; graphical modelling; financial crisis; causality;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-27 (All new papers)
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