Volatility spillovers among global stock markets : measuring total and directional effects
Year of publication: |
[2017]
|
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Authors: | Gamba-Santamaria, Santiago ; Gómez González, José Eduardo ; Hurtado, Jorge ; Melo-Velandia, Luis Fernando |
Publisher: |
Bogotá, Colombia : Banco de la Republica Colombia |
Subject: | Volatility spillovers | DCC-GARCH model | Global stock market linkages | financial crisis | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Internationaler Finanzmarkt | International financial market | Welt | World | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (circa 18 Seiten) Illustrationen |
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Series: | Borradores de economía. - Bogotá, ZDB-ID 2729161-3. - Vol. núm. 983 (2017) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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