Spillover effect in Asian financial markets : a VAR-structural GARCH analysis
Yu Wang, Lei Liu
| Year of publication: |
2016
|
|---|---|
| Authors: | Wang, Yu ; Liu, Lei |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 6.2016, 2, p. 150-176
|
| Subject: | Global financial crisis | Stock markets | Contagion | Spillovers | VAR-structural-GARCH model | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Ansteckungseffekt | Contagion effect | Asien | Asia | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Finanzmarkt | Financial market | Welt | World | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/CFRI-11-2014-0095 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011722617