Local and Spillover Shocks in Implied Market Volatility: Evidence for the US and Germany

Alexander Szimayer, N. Wagner

Research output: Contribution to journalArticle

32 Citations (Scopus)
Original languageEnglish
Pages (from-to)237-251
JournalResearch in International Business and Finance
Volume18
Issue number3
DOIs
Publication statusPublished - 2004

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