2020 MAR 25 (NewsRx) — By a
Our news journalists obtained a quote from the research from the
According to the news editors, the research concluded: “The paper has strong practical importance because an accurate prediction of volatility spillovers in international equity markets is crucial for mitigating portfolio risk.”
For more information on this research see: Modelling volatility spillovers from the US equity market to
The news correspondents report that additional information may be obtained from
The direct object identifier (DOI) for that additional information is: https://doi.org/10.1016/j.pacfin.2019.101246. This DOI is a link to an online electronic document that is either free or for purchase, and can be your direct source for a journal article and its citation.
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