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0441288 - NHÚ 2015 DE eng V - Research Report
Baruník, Jozef - Kočenda, Evžen - Vácha, Lukáš
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.
R&D Projects: GA ČR(CZ) GA14-24129S
Institutional support: RVO:67985998 ; RVO:67985556
Keywords : volatility * spillovers * financial markets
Subject RIV: AH - Economics
http://hdl.handle.net/10419/102277
Permanent Link: http://hdl.handle.net/11104/0244325