Volatility spillovers from international commodity markets to the Australian equity market

Neda Todorova, Michael Soucek and Eduardo Roca

Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics

Keywords: Volatility transmission; HAR model; Intraday data; Realized volatility; Jumps; Commodity markets (search for similar items in EconPapers)
JEL-codes: G15 (search for similar items in EconPapers)
Date: 2015-05
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