Return and Volatility Spillovers Between Large and Small Stocks in the UK

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Return and Volatility Spillovers Between Large and Small Stocks in the UK

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dc.contributor.author Harris, Richard D. F. en_GB
dc.contributor.department University of Exeter en_GB
dc.date.accessioned 2008-04-02T16:10:02Z en_GB
dc.date.accessioned 2011-01-25T10:28:33Z en_US
dc.date.accessioned 2013-03-20T11:11:26Z
dc.date.issued 2005-08 en_GB
dc.identifier.uri http://hdl.handle.net/10036/22100 en_GB
dc.language.iso en en_GB
dc.publisher University of Exeter, Xfi Centre for Finance and Investment en_GB
dc.relation.ispartofseries Working paper en_GB
dc.relation.ispartofseries 06/09 en_GB
dc.subject Return and volatility spillovers en_GB
dc.subject FTSE indices en_GB
dc.subject Multivariate GARCH en_GB
dc.title Return and Volatility Spillovers Between Large and Small Stocks in the UK en_GB
dc.type Working Paper en_GB
dc.date.available 2008-04-02T16:10:02Z en_GB
dc.date.available 2011-01-25T10:28:33Z en_US
dc.date.available 2013-03-20T11:11:26Z
dc.identifier.issn 1743-548X en_GB


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