Košík

0432107 - NHU-C 2015 DE eng V - Výzkumná zpráva
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. 28 s. FinMaP-Working Papers, 13.
Grant CEP: GA ČR(CZ) GA14-24129S
Institucionální podpora: PRVOUK-P23
Klíčová slova: volatility * spillovers * financial markets
Kód oboru RIV: AH - Ekonomie
http://hdl.handle.net/10419/102277
Trvalý link: http://hdl.handle.net/11104/0236572