![]() | Up a level |
Boyer, Brian H., Kumagai, Timoni and Yuan, Kathy (2006) How do crises spread?: evidence from accessible and inaccessible stock indices. The journal of finance, 61 (2). pp. 957-1003. ISSN 0022-1082
Chernov, Mikhail (2007) On the role of risk premia in volatility forecasting. Journal of business and economic statistics, 25 (4). pp. 411-426. ISSN 0735-0015