Hourly volatility spillovers between international equity markets

1994 ◽  
Vol 13 (1) ◽  
pp. 3-25 ◽  
Author(s):  
Raul Susmel ◽  
Robert F. Engle
2009 ◽  
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pp. 18-46 ◽  
Author(s):  
Rui Albuquerque ◽  
Gregory H. Bauer ◽  
Martin Schneider

2019 ◽  
Vol 98 ◽  
pp. 1-22 ◽  
Author(s):  
Mohamed Arouri ◽  
Oussama M’saddek ◽  
Duc Khuong Nguyen ◽  
Kuntara Pukthuanthong

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