Is the BRICS decoupling effect reversing? : evidence from dynamic models
Stavros Stavroyiannis
| Year of publication: |
2017
|
|---|---|
| Authors: | Stavroyiannis, Stavros |
| Published in: |
International journal of economics and business research. - Olney, Bucks. : Inderscience, ISSN 1756-9850, ZDB-ID 2481914-1. - Vol. 13.2017, 3, p. 303-315
|
| Subject: | BRICS | herding behaviour | stochastic volatility | dynamic conditional correlation | DCC | multivariate GARCH | BRICS-Staaten | BRICS countries | ARCH-Modell | ARCH model | Volatilität | Volatility | Korrelation | Correlation | Herdenverhalten | Herding |
| 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/10011714517