@misc{DieboldYilmaz2008,
  author    = {Francis X. Diebold and Kamil Yilmaz},
  title     = {Measuring financial asset return and volatilty spillovers, with application to global equity markets},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2008,26},
  number    = {February 2008},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2008, 26},
  type      = {workingpaper},
  pages     = {22},
  year        = {2008},
}