Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of International Financial Markets, Institutions and Money
سال: 2018
ISSN: 1042-4431
DOI: 10.1016/j.intfin.2017.09.003