Volatility and asymmetric dependence in Central and East European stock markets
Nathan Lael Joseph, Thi Thuy Anh Vo, Asma Mobarek, Sabur Mollah
| Year of publication: |
2020
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|---|---|
| Authors: | Joseph, Nathan Lael ; Vo, Thi Thuy Anh ; Mobarek, Asma ; Mollah, Sabur |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 55.2020, 4, p. 1241-1303
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| Subject: | Cross-country contagion | Global financial crisis | Eurozone crisis | GARCH | Vector error-correction models | Time-varying copula functions | Finanzkrise | Financial crisis | Volatilität | Volatility | ARCH-Modell | ARCH model | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Aktienmarkt | Stock market | Eurozone | Euro area | Osteuropa | Eastern Europe | Kointegration | Cointegration | Ansteckungseffekt | Contagion effect | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-020-00874-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012304151