Country ETF returns and volatility spillovers in emerging stock markets, Europe and USA
Burhan F. Yavas and Fahimeh Rezayat
| 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 | Volatilität | Volatility | Schwellenländer | Emerging economies | Spillover-Effekt | Spillover effect | USA | United States | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Europa | Europe | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-10-2014-0150 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011588181