Publication detail

Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?

Author(s): doc. PhDr. Jozef Baruník Ph.D.,
prof. Ing. Evžen Kočenda M.A., Ph.D., DSc.,
Mgr. Lukáš Vácha Ph.D.,
Type: Articles in journals with impact factor
Year: 2016
Number: 0
ISSN / ISBN:
Published in: Journal of Financial Markets, 27, 55-78. preprint available here PDF + + available codes
Publishing place:
Keywords:
JEL codes:
Suggested Citation:
Abstract:
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