Volatility Transmission Models: A Survey

By Pilar Soriano, Francisco José Climent Diranzo. 2006

49 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/587d0085c8fdd21fd92976495d9ef19abea6e372

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Filip Žikeš
2. Evézen Kocenda
3. Vit Bubak
4. Nikolaos Antonakakis
5. David Gabauer

In Finance

1. Filip Žikeš
2. Evézen Kocenda
3. Vit Bubak
4. Nikolaos Antonakakis
5. David Gabauer

Citations in the corpus

• Volatility Transmission in Emerging European Foreign Exchange Markets (2011, background): “Soriano and Climent (2006) review the relevant volatility transmission literature: studies that aim at foreign exchange volatility transmission are less frequent than those covering equity markets.”