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• W2606140027 abstract "In this survey article, we present a rich extent of literature on volatility and its propagation on financial markets via spillovers. We document how new approaches or improved existing methodologies lead to results that offer richer insights than those derived from standard econometric techniques. Moreover, the implications of the results can be related to a wide set of markets as the surveyed articles cover emerging and developed European markets as well as the United States." @default.
• W2606140027 created "2017-04-28" @default.
• W2606140027 creator A5010107197 @default.
• W2606140027 date "2018-06-01" @default.
• W2606140027 modified "2023-09-23" @default.
• W2606140027 title "Survey of Volatility and Spillovers on Financial Markets" @default.
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• W2606140027 doi "https://doi.org/10.18267/j.pep.650" @default.
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