Does volatility traverse between emerging and frontier stock markets of Asia?
Velip Suraj Pavto, Guntur Anjana Raju
| Year of publication: |
2020
|
|---|---|
| Authors: | Sato, Velip Suraj ; Raju, Guntur Anjana |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 17.2020, 3, p. 82-96
|
| Subject: | stock market | volatility | spillover | GARCH-BEKK | portfolio | diversification | Volatilität | Volatility | Aktienmarkt | Stock market | Asien | Asia | Spillover-Effekt | Spillover effect | Schwellenländer | Emerging economies | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Hongkong | Hong Kong | Diversifikation | Diversification | Südkorea | South Korea |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21511/imfi.17(3).2020.07 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012405602