Return and volatility spillover among the PIIGS economies and India
Year of publication: |
2015
|
---|---|
Authors: | Kumar, Dilip ; Maheswaran, Srinivasan |
Published in: |
American Journal of Finance and Accounting. - Inderscience Enterprises Ltd, ISSN 1752-7767. - Vol. 4.2015, 1, p. 28-49
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | return spillover | volatility spillover | VAR-MVEGARCH model | PIIGS economies | India | Portugal | Ireland | Italy | Greece | Spain | stock markets | modelling |
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