The Effect of 2008 Crisis on the Volatility Spillovers among Six Major Markets
Author:
Affiliation:
1. Economics; Istanbul Bilgi University; Istanbul Turkey
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Reference20 articles.
1. Spillovers between Business Confidence and Stock Returns in Greece, Italy, Portugal, and Spain;Atukeren;International Journal of Finance and Economics,2013
2. Volatility Spillover Effects in European Equity Markets;Baele;Journal of Financial and Quantitative Analysis,2005
3. Financial Crisis and the Changing Nature of Volatility Contagion in the Asia-Pacific Region;Chakrabarti;Journal of Asset Management,2011
4. International Transmission of Stock Returns and Volatility: Empirical Comparison Between Friends and Foes;Choudhry;Emerging Markets Finance and Trade,2004
5. Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets;Diebold;The Economic Journal,2009
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