International financial integration : stock return linkages and volatility transmission between Vietnam and advanced countries
Year of publication: |
2018
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Authors: | Vo Xuan Vinh ; Ellis, Craig |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 36.2018, p. 19-27
|
Subject: | BEKK-GARCH | Stock market linkage | VAR-GARCH | Volatility transmission | Volatilität | Volatility | Aktienmarkt | Stock market | Industrieländer | Industrialized countries | Vietnam | Viet Nam | Internationaler Finanzmarkt | International financial market | Marktintegration | Market integration | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Japan |
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