Vicent Aragó

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Influence of Structural Changes in Transmission of Information between Stock Markets: An European Empirical Study

Number of pages: 14 Posted: 13 May 2004
Jaume I University and affiliation not provided to SSRN
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Abstract:

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European volatility transmission, time-varying covariance, international markets, bivariate GARCH, asymmetry, structural changes in variance