Return and volatility spillovers from developed to emerging capital markets: the case of South Asia
Yun Wang, Abeyratna Gunasekarage and David M. Power
| Year of publication: |
2005
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|---|---|
| Authors: | Wang, Yun ; Gunasekarage, Abeyratna ; Power, David M. |
| Published in: |
Asia Pacific financial markets in comparative perspective : issues and implications for the 21st century. - Amsterdam [u.a.] : Elsevier, ISBN 0-7623-1258-0. - 2005, p. 139-166
|
| Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | USA | United States | Japan | Südasien | South Asia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003282332