Introducing the GVAR-GARCH model : evidence from financial markets
Arsenios-Georgios N. Prelorentzos, Konstantinos N. Konstantakis, Panayotis G. Michaelides, Panos Xidonas, Stephane Goutte, Dimitrios D. Thomakos
| Year of publication: |
2024
|
|---|---|
| Authors: | Prelorentzos, Arsenios-Georgios N. ; Konstantakis, Konstantinos N. ; Michaēlidēs, Panagiōtēs G. ; Xidonas, Panos ; Goutte, Stéphane ; Thomakos, Dimitrios D. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 91.2024, Art.-No. 101936, p. 1-27
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| Subject: | COVID-19 | Crisis | East Asia | Financial markets | GARCH | GVAR | Policy | Shock | Stability | Finanzmarkt | Financial market | Schock | Ostasien | Coronavirus | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Wirkungsanalyse | Impact assessment | Geldpolitik | Monetary policy | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2024.101936 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494797