Asymmetric causality in-mean and in-variance among equity markets indexes
Mariano González
| Year of publication: |
April 2016
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|---|---|
| Authors: | González Sánchez, Mariano |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 36.2016, p. 49-68
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| Subject: | Asymmetric causality | Bidirectional causality | Equity market | Volatility spillovers | Volatilität | Volatility | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Aktienmarkt | Stock market | Schätzung | Estimation | Spillover-Effekt | Spillover effect | Aktienindex | Stock index | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2015.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011672599