Stock markets linkages before, during and after subprimes crisis : bivariate BEKK GARCH (1, 1) and DCC models
Samar Zlitni Abdelkefi; Walid Khoufi
| Year of publication: |
2015
|
|---|---|
| Authors: | Abdelkefi, Samar Zlitni ; Khoufi, Walid |
| Published in: |
International journal of economics, finance and management sciences : IJEFM. - [New York, NY] : Science Publishing Group, ISSN 2326-9553, ZDB-ID 2758929-8. - Vol. 3.2015, 3, p. 213-230
|
| Subject: | Stock Markets | USA | Asia | Europe | Volatility Spillovers | Granger Causality Test | Impulse Responses | Bivariate BEKK GARCH (1,1) | DCC Models | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Finanzkrise | Financial crisis | United States | Asien | Zeitreihenanalyse | Time series analysis | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Europa |
| 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://www.econbiz.de/10011389712