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    • A Comparison of Spillover Effects before, during and after the 2008 Financial Crisis 

      Rea, A.; Rea, W.; Marco Reale, M.; Scarrott, C. (University of Canterbury. Department of Economics and FinanceUniversity of Canterbury. Mathematics and Statistics, 2014)
      This paper applies graphical modelling to the S&P 500, Nikkei 225 and FTSE 100 stock market indices to trace the spillover of returns and volatility between these three major world stock market indices before, during and ...