Financial market interdependencies: A quantile regression analysis of volatility spillover

Research in International Business and Finance - Tập 36 - Trang 140-157 - 2016
Aymen Ben Rejeb1,2, Mongi Arfaoui3,4
1High Institute of Management of Sousse, University of Sousse, Tunisia
2Laboratory of Management of Innovation and Sustainable Development (LAMIDED), University of Sousse, Tunisia
3Faculty of Economics and Management Sciences of Mahdia, University of Monastir, Tunisia
4LAFICOIF, FSEG Tunis, University El Manar, Tunisia

Tài liệu tham khảo

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