Analysis of Mean and Volatility Spillovers Using BRIC Countries, Regional and World Equity Index Returns
Year of publication: |
2007
|
---|---|
Authors: | Bhar, Ramaprasad ; Nikolova, Biljana |
Published in: |
Journal of Economic Integration. - Department of Economics and Trade. - Vol. 22.2007, p. 369-381
|
Publisher: |
Department of Economics and Trade |
Subject: | Volatility spillover | GARCH-in-Mean | Market integration |
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