Country ETF returns and volatility spillovers in emerging stock markets, Europe and USA
Year of publication: |
2016
|
---|---|
Authors: | Yavas, Burhan F. ; Rezayat, Fahimeh |
Published in: |
International journal of emerging markets. - Bingley : Emerald, ISSN 1746-8809, ZDB-ID 2257280-6. - Vol. 11.2016, 3, p. 419-437
|
Subject: | Emerging markets | Portfolio diversification | GARCH and MARMA | Return and volatility spillovers | USA | United States | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Großbritannien | United Kingdom |
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