Volatility interdependency : a quantile regression analysis in Asian stock markets
Year of publication: |
2020
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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
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Subject: | financial contagion | volatility interdependence | quantile regression | Asian stock markets | global financial crisis | European debt crisis | Finanzkrise | Financial crisis | Asien | Asia | Aktienmarkt | Stock market | Volatilität | Volatility | Regressionsanalyse | Regression analysis | Ansteckungseffekt | Contagion effect | Börsenkurs | Share price | Schätzung | Estimation |
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