Better to give than to receive: Predictive directional measurement of volatility spillovers

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Journal

Title: International Journal of Forecasting

Abbreviated Title: International Journal of Forecasting

Publisher: Elsevier BV

ISSN (Print): 01692070

Publication date Created: January 2012

Publication date (Print): January 2012

Volume: 28

Issue: 1

Pages: 57-66

Article

DOI: 10.1016/j.ijforecast.2011.02.006

SO-VID: 743baa44-6a65-47d7-a190-f02e75046f6a

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http://www.elsevier.com/tdm/userlicense/1.0/

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