Volatility and Return Spillovers in International Financial Markets

Globalization of financial markets has led to stronger relations among different markets and asset classes. As a result, information across financial markets is transmitted almost instantaneously with potential implications for domestic and international economies. Understanding how information is t...

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Bibliographic Details
Main Author: Finta, Marinela Adriana (Author)
Other Authors: Frijns, Bart (Contributor), Tourani-Rad, Alireza (Contributor)
Format: Others
Published: Auckland University of Technology, 2016-11-22T22:07:30Z.
Online Access:Get fulltext