Survey of volatility and spillovers on financial markets
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References listed on IDEAS
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More about this item
Keywordsvolatility; volatility spillovers; financial markets;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-02-19 (All new papers)
- NEP-FMK-2017-02-19 (Financial Markets)
- NEP-MAC-2017-02-19 (Macroeconomics)
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