مرکز منطقه ای اطلاع رساني علوم و فناوري - Return and volatility linkages between the US and the German stock market

Title of article :

Return and volatility linkages between the US and the German stock market

Author/Authors :

Dirk Baur، نويسنده , , Robert C. Jung، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

598

To page :

613

Keywords :

Contemporaneous correlation , Information transmission , Spillovers , Intra-day data , GARCH models

Journal title :

Journal of International Money and Finance

Serial Year :

2006

Journal title :

Journal of International Money and Finance

Record number :

191529

Link To Document :