@misc{DieboldYilmaz2007,
  author    = {Francis X. Diebold and Kamil Yilmaz},
  title     = {Measuring financial asset return and volatility spillovers : with application to global equity markets},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2007,02},
  number    = {January 2007},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2007, 02},
  type      = {workingpaper},
  pages     = {17},
  year        = {2007},
}