Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets
Walid Mensi, Ferihane Zaraa Boubaker, Khamis Hamed Al-Yahyaee, Sang Hoon Kang
| Year of publication: |
2018
|
|---|---|
| Authors: | Mensi, Walid ; Boubaker, Ferihane Zaraa ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 25.2018, p. 230-238
|
| Subject: | Connectedness network | GIPSI stock markets | Global and regional stock markets | Spillover index | Aktienmarkt | Stock market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Welt | World | Globalisierung | Globalization | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.10.032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012003543