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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
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Journal Article: Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US (2010) Downloads
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