EconPapers    
Economics at your fingertips  
 

Asymmetric Volatility Spillovers Î’etween Stock Market and Real Activity: Evidence from UK and US

Nikolaos Giannellis, Athanasios Papadopoulos and Angelos Kanas

No 807, Working Papers from University of Crete, Department of Economics

Keywords: Stock market; real activity; volatility spillovers; UK; US (search for similar items in EconPapers)
JEL-codes: C32 E44 G12 (search for similar items in EconPapers)
Pages: 17 pages
Date: 2008-06-10
New Economics Papers: this item is included in nep-fmk and nep-mac
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Published

Downloads: (external link)
http://economics.soc.uoc.gr/wpa/docs/0807.pdf First version (application/pdf)
No

Related works:
Journal Article: Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US (2010) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:crt:wpaper:0807

Access Statistics for this paper

More papers in Working Papers from University of Crete, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Kostis Pigounakis (wpa@econ.soc.uoc.gr).

 
Page updated 2025-01-05
Handle: RePEc:crt:wpaper:0807