Realized Volatility Spillover Connectedness Among the Leading European Currencies after the End of the Sovereign-Debt Crisis: A QVAR Approach

Nerantzidis M, Stoupos N, Tzeremes P.

DOI: 10.2139/ssrn.4435235
Published: 2023-05-03
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Cite this work

BibTeX

@article{allodium:10.2139/ssrn.4435235,
  title = {Realized Volatility Spillover Connectedness Among the Leading European Currencies after the End of the Sovereign-Debt Crisis: A QVAR Approach},
  author = {Nerantzidis M and  Stoupos N and  Tzeremes P.},
  year = {2023},
  doi = {10.2139/ssrn.4435235},
  url = {https://doi.org/10.2139/ssrn.4435235}
}

RIS

TY  - JOUR
TI  - Realized Volatility Spillover Connectedness Among the Leading European Currencies after the End of the Sovereign-Debt Crisis: A QVAR Approach
AU  - Nerantzidis M
AU  -  Stoupos N
AU  -  Tzeremes P.
PY  - 2023
DO  - 10.2139/ssrn.4435235
UR  - https://doi.org/10.2139/ssrn.4435235
ER  -

APA

M, N., N, S., & P., T. (2023). Realized Volatility Spillover Connectedness Among the Leading European Currencies after the End of the Sovereign-Debt Crisis: A QVAR Approach. https://doi.org/10.2139/ssrn.4435235

Source records

europe-pmc · retrieved 2026-11-10T11:32:58.361Z