Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX‐DCC‐MEGARCH model
| Year of publication: |
2020
|
|---|---|
| Authors: | Shehzad, Khurram ; Liu, Xiaoxing ; Tiwari, Aviral Kumar ; Arif, Muhammad ; Rauf, Abdul |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 26.2020, 1 (09.08.), p. 814-833
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1822 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012273153