Volatility spillovers across major emerging stock markets
Surender Kumar, Moon MoonHaque, Prashant Sharma
| Year of publication: |
March/June 2017
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|---|---|
| Authors: | Kumar, Surender ; Haque, Moon Moon ; Sharma, Prashant |
| Published in: |
Asia-Pacific journal of management research and innovation : APJMRI. - Los Angeles [u.a.] : Sage, ISSN 2319-510X, ZDB-ID 2838029-0. - Vol. 13.2017, 1/2, p. 13-33
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| Subject: | Volatility spillovers | emerging market | diversification | unexpected volatility | ARCH effect | Volatilität | Volatility | Schwellenländer | Emerging economies | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/2319510X17740043 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011884807