Volatility interdependency : a quantile regression analysis in Asian stock markets
Neha Seth, Laxmidhar Panda
| Year of publication: |
2020
|
|---|---|
| Authors: | Seth, Neha ; Panda, Laxmidhar |
| Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 10.2020, 3, p. 409-429
|
| Subject: | financial contagion | volatility interdependence | quantile regression | Asian stock markets | global financial crisis | European debt crisis | Finanzkrise | Financial crisis | Volatilität | Volatility | Asien | Asia | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect | Regressionsanalyse | Regression analysis | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AAJFA.2020.108247 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012250227