Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe, Cipollini, Andrea, Muzzioli, SilviaVolume:
57
Language:
english
Journal:
International Review of Financial Analysis
DOI:
10.1016/j.irfa.2018.03.001
Date:
May, 2018
File:
PDF, 2.80 MB
english, 2018