Study of BRICS stock return volatility during and after subprime crisis
Year of publication: |
2017
|
---|---|
Authors: | Kishor, Nawal ; Singh, Raman Preet |
Published in: |
International journal of business and globalisation : IJBG. - Genève [u.a.] : Inderscience Enterprises, ISSN 1753-3627, ZDB-ID 2416804-X. - Vol. 18.2017, 2, p. 233-250
|
Subject: | volatility | stock market return | inter linkages | global crisis | portfolio diversification | conditional variance | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection | BRICS-Staaten | BRICS countries | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model |
-
Marozva, Godfrey, (2017)
-
Yousaf, Imran, (2022)
-
Dias, Rui, (2023)
- More ...
-
Stock Return Volatility Effect: Study of BRICS
Kishor, Nawal, (2014)
-
Co-Integration of Gold Price Movement with Nifty Indices: A Study in Indian Context
Singh, Raman Preet, (2014)
-
Inter linkages and co-integration between foreign institutional investments and nifty index
Kishor, Nawal, (2016)
- More ...