Measuring Financial Asset Return and Volatility Spillovers , With Application to Global Equity Markets

  • Diebold F
  • 2


    Mendeley users who have this article in their library.
  • N/A


    Citations of this article.

Author-supplied keywords

  • acknowledgements
  • and the organizers and
  • asset market
  • asset return
  • contagion
  • emerging market
  • financial crisis
  • for helpful comments we
  • harald uhlig
  • herd behavior
  • linkage
  • market
  • nber international seminar on
  • participants at the 2006
  • roberto rigobon and
  • stock market
  • thank
  • without implicating

Get free article suggestions today

Mendeley saves you time finding and organizing research

Sign up here
Already have an account ?Sign in

Find this document

There are no full text links


  • Francis X Diebold

Cite this document

Choose a citation style from the tabs below

Save time finding and organizing research with Mendeley

Sign up for free