Number of the records: 1
Survey of volatility and spillovers on financial markets
- 1.0490351 - ÚTIA 2019 RIV CZ eng J - Journal Article
Kočenda, Evžen
Survey of volatility and spillovers on financial markets.
Prague Economic Papers. Roč. 27, č. 3 (2018), s. 293-305. ISSN 1210-0455. E-ISSN 2336-730X
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : volatility * spillovers * financial markets
OECD category: Applied Economics, Econometrics
Impact factor: 0.629, year: 2018
http://library.utia.cas.cz/separaty/2018/E/kocenda-0490351.pdf
In this survey article, we present a rich extent of literature on volatility and its propagation on financial markets via spillovers. We document how new approaches or improved existing methodologies lead to results that offer richer insights than those derived from standard econometric techniques. Moreover, the implications of the results can be related to a wide set of markets as the surveyed articles cover emerging and developed European markets as well as the United States.
Permanent Link: http://hdl.handle.net/11104/0284591
Number of the records: 1