Arbeitspapier
Survey of volatility and spillovers on financial markets
In this survey article, we present a rich extent of literature on volatility and its propagation on financial markets via spillovers. We document how new approaches or improved existing methodologies lead to results that offer richer insights than those derived from standard econometric techniques. Moreover, the implications of the results can be related to a wide set of markets as the surveyed articles cover emerging and developed European markets as well as the United States.
- Sprache
-
Englisch
- Erschienen in
-
Series: IOS Working Papers ; No. 363
- Klassifikation
-
Wirtschaft
Econometric and Statistical Methods and Methodology: General
Financial Markets and the Macroeconomy
Foreign Exchange
International Financial Markets
- Thema
-
volatility
volatility spillovers
financial markets
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Kočenda, Evžen
- Ereignis
-
Veröffentlichung
- (wer)
-
Leibniz-Institut für Ost- und Südosteuropaforschung (IOS)
- (wo)
-
Regensburg
- (wann)
-
2017
- Handle
- URN
-
urn:nbn:de:101:1-201703141253
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Kočenda, Evžen
- Leibniz-Institut für Ost- und Südosteuropaforschung (IOS)
Entstanden
- 2017
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