Time-varying international stock market interaction and the identification of volatility signals
Till Strohsal, Enzo Weber
| Year of publication: |
July 2015
|
|---|---|
| Authors: | Strohsal, Till ; Weber, Enzo |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 56.2015, p. 28-36
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| Subject: | Information | Uncertainty | Spillover | Simultaneous equations | Identification | Volatilität | Volatility | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Theorie | Theory | ARCH-Modell | ARCH model | Mehrgleichungsmodell | Multiple equation model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.01.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011488567