Asymmetric connectedness of stocks: how does bad and good volatility spill over the U.S. stock market?

BARUNÍK, J., KOČENDA, Evžen, VÁCHA, L. Asymmetric connectedness of stocks: how does bad and good volatility spill over the U.S. stock market? Kiel: Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, 2014. FinMaP-Working Papers, 13. Dostupné z: http://hdl.handle.net/10419/102277