%0 Journal Article
%T THE EFFECTS OF VOLATILITY SPILLOVER ON THE LARGEST GLOBAL FINANCIAL MARKET SEGMENTS
%A Irena Jankovi£¿
%J -
%D 2018
%X The aim of the paper is to present and analyse indicators of financial connectedness and volatility spillover on important segments of the global financial market ¨C the stock market, bond market, CDS market, and foreign exchange market. Total, net, and directional measures of volatility spillover are presented and analysed, indicating the level of connectedness of countries¡¯ particular market segments and the level of volatility spillover in periods of crisis and stability
%K financial connectedness
%K generalised VAR
%K volatility spillovers
%K global financial market segments
%U http://casopisi.junis.ni.ac.rs/index.php/FUEconOrg/article/view/4398