Dynamic transmissions between main stock markets and SME stock markets : evidence from tropical economies
Trang Nguyen, Taha Chaiechi, Lynne Eagle, David Low
| Year of publication: |
2020
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|---|---|
| Authors: | Nguyen, Trang ; Chaiechi, Taha ; Eagle, Lynne C. ; Low, David R. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 75.2020, p. 308-324
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| Subject: | SME stock market | Return and asymmetric volatility transmissions | Volatility break | Thin trading | Trading volume | Augmented bivariate VAR asymmetric BEKK-GARCH | Volatilität | Volatility | KMU | SME | Aktienmarkt | Stock market | Börsenkurs | Share price | Handelsvolumen der Börse | VAR-Modell | VAR model | Schätzung | Estimation | 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.qref.2019.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012416910