Price and volatility spillovers across North American, European and Asian stock markets
Year of publication: |
2010
|
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Authors: | Singh, Priyanka D. ; Kumar, Brajesh ; Pandey, Ajay |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 19.2010, 1, p. 55-64
|
Subject: | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienindex | Stock index | Asien | Asia | Europa | Europe | Nordamerika | North America |
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