Asymmetric Cross‐market Volatility Spillovers: Evidence from Daily Data on Equity and Foreign Exchange Markets

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1 January 2001

journal article
Published by Wiley in The Manchester School

Vol. 69 (s1), 81-96
https://doi.org/10.1111/1467-9957.69.s1.5

Abstract

No abstract available

Keywords

Cited by 28 articles