Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

Journal Article Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets Get access Francis X. Diebold, Francis X. Diebold University of Pennsylvania and NBER Search for other works by this author on: Oxford Academic Google Scholar Kamil Yilmaz Kamil Yilmaz Koc University Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 119, Issue 534, 1 January 2009, Pages 158–171, https://doi.org/10.1111/j.1468-0297.2008.02208.x Published: 09 December 2008 Article history Received: 08 January 2007 Accepted: 03 April 2008 Published: 09 December 2008