Volatility links between US industries
This article investigates volatility linkages across 30 US industries in terms of volatility leadership impact and interdependence dynamics. The volatility spillover index of Diebold and Yilmaz (2009 Diebold, F. X. and Yilmaz, K. 2009. Measuring financial asset return and volatility spillovers, with...
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2013
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| Online Access: | http://hdl.handle.net/10725/4946 http://dx.doi.org/10.1080/09603107.2013.804159 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php http://www.tandfonline.com/doi/abs/10.1080/09603107.2013.804159 |
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