Volatility spillover analysis between stocks and exchange rate markets in short and long terms in East European and Eurasian countries
Dejan Z̆ivkov, Marina Gajić-Glamočlija and Jasmina Đurašković
| Year of publication: |
2023
|
|---|---|
| Authors: | Živkov, Dejan ; Gajić-Glamočlija, Marina ; Đurašković, Jasmina |
| Subject: | Stocks and exchange rate markets | Volatility transmission | CGARCH model | Markov switching model | Volatilität | Volatility | Wechselkurs | Exchange rate | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Markov-Kette | Markov chain | Devisenmarkt | Foreign exchange market | Börsenkurs | Share price | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-01-2021-0082 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014458484