Volatility, spillover Effects and Correlations in US and Major European Markets
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NEP fieldsThis 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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