Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany

Niklas F Wagner () and Alexander Szimayer

Research in International Business and Finance, 2004, vol. 18, issue 3, pages 237-251

Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (4) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/B7CPK ... c29065c136ee258ffe72
Full text for ScienceDirect subscribers only

Related works:
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: http://EconPapers.repec.org/RePEc:eee:riibaf:v:18:y:2004:i:3:p:237-251

Access Statistics for this article

Research in International Business and Finance is edited by J. A. Batten and T. A. Fetherston

More articles in Research in International Business and Finance from Elsevier
Series data maintained by Wendy Shamier ().