Journal of Financial Markets Vol. 27 2016
Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers
- DOI
- 10.1016/j.finmar.2015.09.003
- Volume
- 27
- Pages
- 55-78
- Language
- en
- Sources
- crossref openalex
Journal of Financial Markets Vol. 27 2016