• A FICC-study on return spillover - Case study: Norway 

      Holm, Christian Kenneth Edvardsen; Lukerstuen, Lars (Masteroppgave/UIS-TN-ISØP/2020;, Master thesis, 2020-06-13)
      During periods of downward turns, and high volatility, there is an associated increase in individual asset risk, as well as effects stemming from the volatility of other assets. This spillover effect is well studied for ...