Volatility and Return spillovers in Canadian and U.S. industry ETFs

Timothy Krause; Yiuman Tse

doi:10.1016/j.iref.2012.07.009

Volatility and Return spillovers in Canadian and U.S. industry ETFs

Timothy Krause
, Yiuman Tse

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	International Review of Economics & Finance
Volume	25
DOIs	https://doi.org/10.1016/j.iref.2012.07.009
State	Published - Jan 1 2013

Disciplines

Economics
Finance

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title = "Volatility and Return spillovers in Canadian and U.S. industry ETFs",

author = "Timothy Krause and Yiuman Tse",

note = "Exchange-traded funds (ETFs) are now an important source of information dissemination in Canadian and U.S. equity markets, and we provide new evidence...",

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doi = "10.1016/j.iref.2012.07.009",

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volume = "25",

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T1 - Volatility and Return spillovers in Canadian and U.S. industry ETFs

AU - Krause, Timothy

AU - Tse, Yiuman

N1 - Exchange-traded funds (ETFs) are now an important source of information dissemination in Canadian and U.S. equity markets, and we provide new evidence...

PY - 2013/1/1

Y1 - 2013/1/1

UR - https://www.sciencedirect.com/science/article/pii/S105905601200069X

U2 - 10.1016/j.iref.2012.07.009

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M3 - Article

VL - 25

JO - International Review of Economics & Finance

JF - International Review of Economics & Finance

ER -

Volatility and Return spillovers in Canadian and U.S. industry ETFs

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