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Volatility Spillover Effects in European Equity Markets

Lieven Baele ()

No 2003-114, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: ems; volatility; equity markets; monetary integration; spillover (search for similar items in EconPapers)
Date: 2003
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Related works:
Journal Article: Volatility Spillover Effects in European Equity Markets (2005) Downloads
Working Paper: Volatility Spillover Effects in European Equity Markets (2003) Downloads
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