An investigation of return and volatility linkages among stock markets : a study of emerging Asian and selected developed countries
Roni Bhowmik, Shouyang Wang
| Year of publication: |
August 2018
|
|---|---|
| Authors: | Bhowmik, Roni ; Wang, Shouyang |
| Published in: |
Journal of international trade & commerce. - Seoul, South Korea : Korea International Trade Research Institute, ISSN 1738-8112, ZDB-ID 2920574-8. - Vol. 14.2018, 4, p. 1-29
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| Subject: | Causality Test | GARCH Models | Returns and Volatility Linkages | Stock Markets | VAR Model | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market | Industrieländer | Industrialized countries | Kapitaleinkommen | Capital income | Asien | Asia | VAR-Modell | VAR model | Japan | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.16980/jitc.14.4.201808.1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011948776