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Hourly volatility spillovers between international equity markets

Journal of International Money and Finance· 1994-02-01· article· 389 citationsclosed

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

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Raúl Susmel, Robert F. Engle (1994). Hourly volatility spillovers between international equity markets. Journal of International Money and Finance. https://doi.org/10.1016/0261-5606(94)90021-3

@article{ral1994hourly,
  title  = {Hourly volatility spillovers between international equity markets},
  author = {Susmel, Raúl and Engle, Robert F.},
  year   = {1994},
  journal = {Journal of International Money and Finance},
  doi    = {10.1016/0261-5606(94)90021-3}
}

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References

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