Spatio‑Temporal Analysis of the Phenomenon of Volatility Transfer Between the Markets Representing Different Assets Classes with Regard to the Changes of the Crude Oil Prices in the Period of 2000–2015
In the face of the numerous turbulence on the global financial markets the need for a more profound look at the phenomenon of volatility transfer between different markets increases because as a consequence of this phenomenon the increase in volatility in one market may lead to the appearance of an...
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| Format: | Article |
| Language: | English |
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Lodz University Press
2017-12-01
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| Series: | Acta Universitatis Lodziensis. Folia Oeconomica |
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| Online Access: | https://czasopisma.uni.lodz.pl/foe/article/view/851 |