Spillovers Across U.S. Financial Markets
收藏NBER2003-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w9640
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资源简介：
Movements in the prices of different assets are likely to directly influence one another. This paper develops a model that identifies the contemporaneous interactions between asset prices in U.S. financial markets by relying on the heteroskedasticity in their movements. In particular, we estimate a
提供机构：
美国国家经济研究局
创建时间：
2003-04-01
