Equity market return volatility: Dynamics and transmission among the G-7 countries
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- Ben Rejeb, Aymen & Arfaoui, Mongi, 2014. "Financial market interdependencies: a quantile regression analysis of volatility spillover," MPRA Paper 61516, University Library of Munich, Germany.
- Ekaterini Panopoulou & Theologos Pantelidis, 2009.
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Applied Financial Economics, Taylor & Francis Journals, vol. 19(11), pages 917-933.
- E.Panopoulou & T. Pantelidis, 2005. "Integration at a cost: Evidence from volatility impulse response functions," Economics Department Working Paper Series n1540305, Department of Economics, National University of Ireland - Maynooth.
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