Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter?

Author:      

Publisher: Routledge Ltd

E-ISSN: 1466-4283|47|34-35|3633-3650

ISSN: 1466-4283

Source: Applied Economics, Vol.47, Iss.34-35, 2015-07, pp. : 3633-3650

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Abstract