Alireza Tourani‐Rad

Auckland University of Technology

AUT City Campus

Private Bag 92006

Auckland, 1142

New Zealand

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Scholarly Papers (1)

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Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets

Financial Review, Vol. 52, Issue 1, pp. 145-166, 2017
Number of pages: 22 Posted: 15 Jan 2017
Marinela Adriana Finta, Bart Frijns and Alireza Tourani‐Rad
Singapore Management University, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology
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Abstract:

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contemporaneous spillovers, identification through heteroskedasticity, volatility spillovers