Asymmetric variance and spillover effects: Regime shifts in the Spanish stock market

Jose Luis Miralles Marcelo, Jose Luis Miralles Quiros and Maria del Mar Miralles Quiros

Journal of International Financial Markets, Institutions and Money, 2008, vol. 18, issue 1, pages 1-15

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Journal of International Financial Markets, Institutions and Money is edited by I. Mathur and C. J. Neely

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