Return and volatility spillover across stock markets of the US and its major trading partners
Jae-Kwang Hwang
| Year of publication: |
2023
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| Authors: | Hwang, Jae-Kwang |
| Published in: |
Journal of international business and economics : JIBE. - [Erscheinungsort nicht ermittelbar] : IABE, ISSN 1544-8037, ZDB-ID 2529293-6. - Vol. 23.2023, 1, p. 17-25
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| Subject: | Return and Volatility Spillovers | Diebold and Yilmaz (2012) Spillover Index | Rolling Window Analysis | Volatilität | Volatility | Spillover-Effekt | Spillover effect | USA | United States | Aktienmarkt | Stock market | Großbritannien | United Kingdom | Kapitaleinkommen | Capital income | Japan | ARCH-Modell | ARCH model | Welt | World | Schätzung | Estimation | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18374/JIBE-23-1.3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014426561