Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets
Xianfang Su
| Year of publication: |
2020
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|---|---|
| Authors: | Su, Xianfang |
| 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. 53.2020, p. 1-16
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| Subject: | Stock market | Macroeconomic fundamentals | Sentiment factors | Time-frequency dynamics | Volatility spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienmarkt | ARCH-Modell | ARCH model | Theorie | Theory | VAR-Modell | VAR model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101218 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012642451