Volatility nexus between Stock Market and macroeconomic variables in Bangladesh : an extended GARCH approach

Md. Abu Hasan, Anita Zaman

Year of publication:	2017
Authors:	Hasan, Md. Abu ; Zaman, Anita
Published in:	Scientific Annals of Economics and Business. - Iaşi : Editura Universitǎtii Alexandru Ioan Cuza, ISSN 2501-1960, ZDB-ID 2892946-9. - Vol. 64.2017, 2, p. 233-243
Subject:	Stock Market \| Macroeconomic Variables \| Volatility \| GARCH \| Volatilität \| ARCH-Modell \| ARCH model \| Bangladesch \| Bangladesh \| Aktienmarkt \| Stock market \| Börsenkurs \| Share price \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation \| Zins \| Interest rate \| Kointegration \| Cointegration

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011865998

A service of the