Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets
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DOI: 10.1016/j.frl.2017.10.032
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More about this item
Keywords
GIPSI stock markets; Global and regional stock markets; Spillover index; Connectedness network;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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