Dynamics of return linkages and asymmetric volatility spillovers among Asian emerging stock markets
Rahil Irfan Ahmed, Guohao Zhao, and Umme Habiba
| Year of publication: |
2022
|
|---|---|
| Authors: | Ahmed, Rahil Irfan ; Zhao, Guohao ; Habiba, Umm E. |
| Published in: |
The Chinese economy : translations and studies. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0954, ZDB-ID 2093995-4. - Vol. 55.2022, 2, p. 156-167
|
| Subject: | Asymmetric | EGARCH | emerging markets | spillover | volatility | Schwellenländer | Emerging economies | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Asien | Asia | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10971475.2021.1930292 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012821711