Shock and volatility transmissions between bank stock returns in Romania : evidence from a VAR-GARCH approach
Maria Ulici; Anissa Chaibi; Christophe Rault
| Year of publication: |
2014
|
|---|---|
| Authors: | Ulici, Maria ; Chaibi, Anissa ; Rault, Christophe |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 30.2014, 3, p. 689-699
|
| Subject: | Shock and Volatility Transmission | Financial Crisis | Romanian Banks | Rumänien | Romania | Volatilität | Volatility | Schock | Shock | Finanzkrise | Financial crisis | Bank | ARCH-Modell | ARCH model | VAR-Modell | VAR model | Börsenkurs | Share price | Spillover-Effekt | Spillover effect |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10010370930