Information bias and its spillover effect on return volatility : a study on stock markets in the Asia-Pacific region
Ajaya Kumar Panda, Pradiptarathi Panda, Swagatika Nanda, Atul Parad
| Year of publication: |
2021
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|---|---|
| Authors: | Panda, Ajaya Kumar ; Panda, Pradiptarathi ; Nanda, Swagatika ; Parad, Atul |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 69.2021, p. 1-21
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| Subject: | Emerging countries stock markets | Leverage effect | MGARCH-BEKK | The Diebold and Yilmaz volatility spillover index | Volatility spillovers index | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Asiatisch-pazifischer Raum | Asia-Pacific region | Aktienindex | Stock index | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2021.101653 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013370265