Global financial crises and time-varying volatility comovement in world equity markets
Andrew S. Duncan and Alain Kabundi
| Year of publication: |
2014
|
|---|---|
| Authors: | Duncan, Andrew S. ; Kabundi, Alain |
| Published in: |
The South African journal of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0038-2280, ZDB-ID 281249-6. - Vol. 82.2014, 4, p. 531-550
|
| Subject: | Asset market linkages | dynamic factor model | financial crisis | volatility comovement | Volatilität | Volatility | Finanzkrise | Financial crisis | Welt | World | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market | Finanzmarkt | Financial market | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010502128