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Asymmetric volatility transmission in international stock markets

1995737 citationsJournal Article

Authors

Gregory Koutmos · Fairfield University

G. Geoffrey Booth · Louisiana State University

Topics & Keywords

Financial Risk and Volatility Modeling Market Dynamics and Volatility Complex Systems and Time Series Analysis

UN Sustainable Development Goals

Partnerships for the goals

Publication Details

Published in: Journal of International Money and Finance

Volume 14, Issue 6, pp. 747-762

DOI: 10.1016/0261-5606(95)00031-3

Field-Weighted Citation Impact: 12.10

Asymmetric volatility transmission in international stock markets | Researchclopedia