THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS

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Volume
13
Pagination
512 - 533
DOI
10.1111/jeea.12120
Journal
JOURNAL OF THE EUROPEAN ECONOMIC ASSOCIATION
Issue
3
ISSN
1542-4766
Metadata
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Authors
Mumtaz, H; Theodoridis, K
URI
http://qmro.qmul.ac.uk/xmlui/handle/123456789/11853
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Licence information
“The final publication is available at http://onlinelibrary.wiley.com/doi/10.1111/jeea.12120/full”
Copyright statements
© 2015 by the European Economic Association