Asymmetric Cross‐market Volatility Spillovers: Evidence from Daily Data on Equity and Foreign Exchange Markets

C-Tier
Journal: The Manchester School
Year: 2001

Authors (1)

Nicholas Apergis (Vysoká Škola Ekonomická v Praz...)

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:bla:manchs:v:69:y:2001:i:0:p:81-96
Journal Field
General
Author Count
1
Added to Database
2026-02-17