Exploring the transmission and determinants of volatility shocks in emerging South-Asian markets
Pranab K. Pani, Hameedah Sayani
| Year of publication: |
2021
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|---|---|
| Authors: | Pani, Pranab K. ; Sayani, Hameedah |
| Published in: |
International journal of economic policy in emerging economies : IJEPEE. - Genève : Inderscience Enterprises, ISSN 1752-0460, ZDB-ID 2441972-2. - Vol. 14.2021, 4, p. 392-414
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| Subject: | BSE30 | KSE100 | ICSS algorithm | emerging market | GARCH (1,1) | break points | stock exchange | South-Asian markets | volatility shocks | Volatilität | Volatility | Schwellenländer | Emerging economies | Schock | Shock | Börsenhandel | Stock exchange trading | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Finanzmarkt | Financial market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJEPEE.2021.116453 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012597774