Volatility spillovers and dynamic correlation between liquidity risk factors in Tunisian banks
Dorra Zouari, Achraf Ghorbel, Sonia Ghorbel-Zouari and Younes Boujelbène
| Year of publication: |
2014
|
|---|---|
| Authors: | Zouari, Dorra ; Ghorbel, Achraf ; Zouari, Sonia Ghorbel ; Boujelbène, Younes |
| Published in: |
International journal of managerial and financial accounting. - Olney, Bucks. : Inderscience Publ., ISSN 1753-6715, ZDB-ID 2458817-9. - Vol. 6.2014, 1, p. 1-26
|
| Subject: | liquidity risk factors | Tunisian systems | GARCH model | volatility | dynamic correlation | Tunisia | Tunesien | Volatilität | Volatility | ARCH-Modell | ARCH model | Korrelation | Correlation | Bankenliquidität | Bank liquidity | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010399205