International information spillovers and asymmetric volatility in South Asian stock markets
Year of publication: |
2022
|
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Authors: | Gajurel, Dinesh ; Chawla, Akhila |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 10, Art.-No. 471, p. 1-18
|
Subject: | spillover effects | comovement | asymmetric volatility | Bangladesh | India | Nepal | Pakistan | Sri Lanka | Volatilität | Volatility | Bangladesch | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Indien | Südasien | South Asia | ARCH-Modell | ARCH model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15100471 [DOI] hdl:10419/274991 [Handle] |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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