Intra- and inter-regional return and volatility spillovers across emerging and developed markets : Evidence from stock indices and stock index futures

Larisa Yarovaya, Janusz Brzeszczyński, Chi Keung Marco Lau

    Research output: Contribution to journalArticlepeer-review

    73 Citations (Scopus)

    Fingerprint

    Dive into the research topics of 'Intra- and inter-regional return and volatility spillovers across emerging and developed markets : Evidence from stock indices and stock index futures'. Together they form a unique fingerprint.

    Business & Economics