Search results
- 1.0441288 - 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 - 2.0432107 - NHU-C 2015 DE eng V - Research Report
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.
R&D Projects: GA ČR(CZ) GA14-24129S
Institutional support: PRVOUK-P23
Keywords : volatility * spillovers * financial markets
Subject RIV: AH - Economics
http://hdl.handle.net/10419/102277
Permanent Link: http://hdl.handle.net/11104/0236572 - 3.0428275 - NHU-C 2015 US eng V - Research Report
Baruník, J. - Kočenda, Evžen - Vácha, L.
How does bad and good volatility spill over across petroleum markets?.
Ithaca, N.Y: Cornell University, 2014. 22 s. Papers from arXiv.org, 1405.2445.
R&D Projects: GA ČR GA14-24129S
Institutional support: PRVOUK-P23
Keywords : volatility spillovers * asymmetry * petroleum markets
Subject RIV: AH - Economics
http://arxiv.org/pdf/1405.2445v1.pdf
Permanent Link: http://hdl.handle.net/11104/0233784