A test for volatility spillovers

Martin Sola, Fabio Spagnolo and Nicola Spagnolo

Economics Letters, 2002, vol. 76, issue 1, 77-84

Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (34)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165-1765(02)00027-7
Full text for ScienceDirect subscribers only

Related works:
Working Paper: A Test for Volatility Spillovers (2002)
Working Paper: A Test for Volatility Spillovers (2002)
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:eee:ecolet:v:76:y:2002:i:1:p:77-84

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().