Volatility spillover effects in European equity markets

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	373-401
Journal	Journal of Financial and Quantitative Analysis
Volume	40
Issue number	2
Publication status	Published - 2005

Cite this

@article{587e4a07f4f74c83988d5003b5e8281c,

title = "Volatility spillover effects in European equity markets",

author = "L. Baele",

note = "DP 03114",

year = "2005",

language = "English",

volume = "40",

pages = "373--401",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

number = "2",

}