Identifying the source of mean and volantility spillovers in Irish equities : a multivariate GARCH analysis
Liam A. Gallagher and Cian E. Twomey
| Year of publication: |
1998
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|---|---|
| Authors: | Gallagher, Liam ; Twomey, Cian E. |
| Published in: |
The economic and social review. - Dublin : [Verlag nicht ermittelbar], ISSN 0012-9984, ZDB-ID 862764-2. - Vol. 29.1998, 4, p. 341-356
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| Subject: | Aktienmarkt | Stock market | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Volatilität | Volatility | Spillover-Effekt | Spillover effect | VAR-Modell | VAR model | ARCH-Modell | ARCH model | Schätzung | Estimation | Irland | Ireland | Großbritannien | United Kingdom | 1988-1996 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | The economic and social review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001538421