Effects of diamond price volatility on stock returns : evidence from a developing economy
Jean Marcelin B. Brou, Mbodja Mougoué, Eugene Kouassi, Kebaabetswe Thulaganyo, Benjamin K. Acquah
| Year of publication: |
2022
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|---|---|
| Authors: | Brou, Jean Marcelin Bosson ; Mougoué, Mbodja ; Kouassi, Eugene ; Thulaganyo, Kebaabetswe ; Acquah, Benjamin K. |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 1, p. 1025-1043
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| Subject: | Botswana | Bivariate GARCH-in-mean VAR model | conditional volatility | diamond Price volatility | Markov-switching model | stock returns | Volatilität | Volatility | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Botsuana | Börsenkurs | Share price | Markov-Kette | Markov chain | Schätzung | Estimation | Diamant | Diamond | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2198 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012814972