Volatility, spillover Effects and Correlations in US and Major European Markets

Christos Savva, Denise Osborn and Len Gill
Additional contact information
Christos Savva: University of Manchester
Len Gill: University of Manchester

Money Macro and Finance (MMF) Research Group Conference 2005 from Money Macro and Finance Research Group

Date: 2005-09-03
New Economics Papers: this item is included in nep-eec, nep-ets and nep-fmk
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Citations: View citations in EconPapers (11)

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