Financial crises and the dynamics of the spillovers between the US and BRICS stock markets
Ron P. McIver, Sang Hoon Kang
| Year of publication: |
2020
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|---|---|
| Authors: | McIver, Ron ; Kang, Sang Hoon |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 54.2020, p. 1-17
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| Subject: | Directional spillover index | Multivariate DECO-GJR-GARCH model | Net spillover index | Volatility spillover | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Aktienmarkt | Stock market | Aktienindex | Stock index | USA | United States | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | BRICS-Staaten | BRICS countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2020.101276 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012581346