
<oai_dc:dc xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/">
  <dc:language>eng</dc:language>
  <dc:creator id="https://orcid.org/0000-0003-1115-4702 https://plus.cobiss.net/cobiss/sr/sr/conor/14632551">Janković, Irena</dc:creator>
  <dc:identifier>https://phaidrabg.bg.ac.rs/o:28631</dc:identifier>
  <dc:identifier>doi:10.22190/FUEO1804319Ј</dc:identifier>
  <dc:identifier>ISSN: 0354-4699</dc:identifier>
  <dc:type>info:eu-repo/semantics/article</dc:type>
  <dc:description xml:lang="eng">Abstract: 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 – 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.</dc:description>
  <dc:rights>http://creativecommons.org/licenses/by-nc-nd/4.0/legalcode</dc:rights>
  <dc:title xml:lang="eng">The effects of volatility spillover on the largest global financial market segments</dc:title>
  <dc:format>application/pdf</dc:format>
  <dc:format>845331 bytes</dc:format>
  <dc:source>Facta universitatis. Series: Economics and organization 15(4)</dc:source>
  <dc:date>2018</dc:date>
  <dc:subject xml:lang="eng">Key words: financial connectedness, generalised VAR, volatility spillovers, global financial market segments</dc:subject>
</oai_dc:dc>