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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Citations: View citations in EconPapers (13)

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Journal Article: Volatility Spillover Effects in European Equity Markets (2005)
Working Paper: Volatility Spillover Effects in European Equity Markets (2003)
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