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GIRINO DAVIDE, WHEN PASSIVE IS NOT SO PASSIVE: VOLATILITY SPILLOVERS BY INDEX ETFS TO UNDERLYING EUROPEAN STOCKS,
Rel. SWINKELS LAURENS,
Rel. KOUWENBERG ROY,
AA 2021/2022
Author:
GIRINO DAVIDE
Title: WHEN PASSIVE IS NOT SO PASSIVE: VOLATILITY SPILLOVERS BY INDEX ETFS TO UNDERLYING EUROPEAN STOCKS Relatore: KOUWENBERG ROY Secondo Relatore: SWINKELS LAURENS Academic year: 2021/2022 Course: Corso di Laurea Magistrale - Finanza [0122H] Struttura didattica: Dipartimento di Economia e Management Formato: digitale Shelfmark: 0122H-447 Richiedi la consultazione |