An examination of return and volatility spillovers between mature equity markets
Payal Jain, Sanjay Sehgal
| Year of publication: |
2019
|
|---|---|
| Authors: | Jain, Payal ; Sehgal, Sanjay |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 43.2019, 1, p. 180-210
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| Subject: | Mature equity markets | Multivariate GARCH | Price discovery | Volatility spillover | Volatilität | Volatility | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-018-9442-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012171021