MEASURING FINANCIAL VOLATILITY SPILLOVER EFFECTS IN THE US AND EUROPEAN MARKETS: EVIDENCE FROM RETURN, RANGE, AND DOWNSIDE VOLATILITIES
博士 === 逢甲大學 === 金融博士學位學程 === 107 === This study focuses on checking and analyzing the existence of volatility spillovers between the US and European markets based on the three volatility measures, namely, the return-based volatility, the price range, and the downside range. We first take assessment...
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| Format: | Others |
| Language: | en_US |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/3n8kg5 |