Abstract
This paper considers the impact of the 2008 short selling bans on the cross-market dynamics of stock indices across a wide range of countries. We measure the transmission of shocks between markets using a modified version of the spillover index of Diebold
Original language | English |
---|---|
Pages (from-to) | 53-71 |
Journal | North American Journal of Economics and Finance |
Volume | 26 |
DOIs | |
Publication status | Published - 2013 |