Volatility spillovers among global stock markets : measuring total and directional effects

Santiago Gamba-Santamaría; José Eduardo Gómez-González; Jorge Luis Hurtado-Guarín; Luis Fernando Melo-Velandia

Borradores de Economia

Number:

983

Published:

Sunday, 1 January 2017

Classification JEL:

G01, G15, C32

Keywords:

Human capital agglomeration, Social returns, Private returns, Externalities, Uncertainty, Fiscal policy

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