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

Francis X. Diebold, Kamil Yilmaz

The Economic Journal, 2008. DOI 10.1111/j.1468-0297.2008.02208.x

Has this study been replicated?

The atlas records 1 reproduction of this study. Recorded outcomes: 1 with no outcome recorded.

Reproductions

• EXPLORING ALL VAR ORDERINGS FOR CALCULATING SPILLOVERS? YES, WE CAN!—A NOTE ON DIEBOLD AND YILMAZ (2009), Klößner & Wagner (2013). No outcome recorded. View paper

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