"Volatility transmission and spillover dynamics across financial markets: ..."

Ahmed H. Elsayed, Mohamad Husam Helmi (2021)

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DOI: 10.1007/S10479-021-04081-5

access: open

type: Journal Article

metadata version: 2023-01-05

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  - https://dblp.org/rec/journals/anor/ElsayedH21
Ahmed H. Elsayed, Mohamad Husam Helmi:
Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk. Ann. Oper. Res. 305(1): 1-22 (2021)

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