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The Effect of 2008 Crisis on the Volatility Spillovers among Six Major Markets
13 references·2 citing·51 second hop
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References

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  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,299 cited
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  • 2017Do different time horizons in the volatility of the US stock market significantly affect the China ETF market?

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20 cited
  • 2019The changing role of emerging and frontier markets in global portfolio diversification17 cited