Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers

Journal of Financial Markets - Tập 27 - Trang 55-78 - 2016
Jozef Baruník1, Evžen Kočenda1, Lukáš Vácha1
1Institute of Economic Studies, Charles University, Opletalova 26, 110 00 Prague, Czech Republic

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