Valuing volatility spillovers

George Milunovich and Susan Thorp

Global Finance Journal, 2006, vol. 17, issue 1, 1-22

Date: 2006
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Related works:
Working Paper: Valuing Volatility Spillovers (2005)
Working Paper: Valuing Volatility Spillovers (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:glofin:v:17:y:2006:i:1:p:1-22

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