Documenti analoghi: <To> What extent are stock returns driven by mean and volatility spillover effects?-evidence from eight european stock markets
- Volatility and Dynamic Conditional Correlations of Worldwide Emerging and Frontier Markets
- Networks of Volatility Spillovers among Stock Markets
- Volatility and dynamic conditional correlations of European emerging stock markets
- Central and Eastern European stock exchanges under stress: a range-based volatility spillover framework
- Volatility spillovers between stock and currency markets: evidence from emerging Eastern Europe
- Copula Approach to Market Volatility and Technology Stocks Dependence