@article{MirallesMarcelo2008, title = {Asymmetric variance and spillover effects: Regime shifts in the Spanish stock market}, author = {Jos{\'e} Luis Miralles Marcelo and Jos{\'e} Luis Miralles Quir{\'o}s and Mar{\'i}a del Mar Miralles Quir{\'o}s}, journal = {Journal of International Financial Markets, Institutions and Money}, month = {Feb}, number = {1}, pages = {1--15}, url = {http://www.sciencedirect.com/science/article/B6VGT-4K717T1-1/1/8f3ecbf3377df1ad5b701f89a8ed4c83}, volume = {18}, year = {2008}, biburl = {http://www.bibsonomy.org/bibtex/28f31abb34a44d8323c01dcc8d262df26/smicha}, keywords = {ICSS } }