Symmetric and asymmetric volatility spillover among BRICS countries' stock markets
Year of publication: |
2023
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Authors: | Joo, Bashir Ahmad ; Ghulam, Younis Ahmed ; Mir, Simtiha Ishaq |
Published in: |
Decision : official journal of Indian Institute of Management Calcutta. - [Erscheinungsort nicht ermittelbar] : Springer India, ISSN 2197-1722, ZDB-ID 2194154-3. - Vol. 50.2023, 4, p. 473-488
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Subject: | Volatility spillover | Volatility | AGDCC-GARCH | Asymmetric volatility spillover | Bi-directional volatility | DCC-GARCH | Volatilität | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | BRICS-Staaten | BRICS countries | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
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