Good and bad high-frequency volatility spillovers among developed and emerging stock markets

Walid Mensi, Ramzi Nekhili, Xuan Vinh Vo, Sang Hoon Kang^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	International Journal of Emerging Markets
Publication status	Published - 2022

Cite this

@article{677111ac716547da9cf0cac0b0361b2c,

title = "Good and bad high-frequency volatility spillovers among developed and emerging stock markets",

author = "Walid Mensi and Ramzi Nekhili and Vo, {Xuan Vinh} and Kang, {Sang Hoon}",

year = "2022",

language = "English",

journal = "International Journal of Emerging Markets",

issn = "1746-8809",

publisher = "Emerald Group Publishing Ltd.",

}