Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?
- Publication Type
- Journal contribution (peer reviewed)
- Authors
- Jung, R.; Maderitsch, R.
- Year of publication
- 2014
- Published in
- Journal of Banking & Finance
- Band/Volume
- 47/
- DOI
- 10.1016/j.jbankfin.2013.12.023
- Page (from - to)
- 331–342