Dynamics of price and volatility spillovers among stock and foreign exchanges: evidence from South Asian Countries
S. M. R. K. Samarakoon, Rudra P. Pradhan, Eain Ediriweeera and Rana P. Maradana
| Year of publication: |
2024
|
|---|---|
| Authors: | Samarakoon, S. M. R. K. ; Pradhan, Rudra Prakash ; Ediriweeera, Eain ; Maradana, Rana Pratap |
| Published in: |
Journal of economic development. - Seoul, Korea : [Verlag nicht ermittelbar], ISSN 0254-8372, ZDB-ID 872015-0. - Vol. 49.2024, 2, p. 111-138
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| Subject: | GARCH BEKK Model | Volatility Spillover Effect | South Asian Markets | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Südasien | South Asia | Schätzung | Estimation | Börsenkurs | Share price | Pakistan | Wechselkurs | Exchange rate | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.35866/caujed.2024.49.2.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015098641