Volatility transmission between money and stock markets : evidence from a developing financial market
Kalu O. Emenike (Rhema University)
| Year of publication: |
April 2016
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|---|---|
| Authors: | Emenike, Kalu O. |
| Published in: |
Journal of economic and financial sciences. - Johannesburg : University of Johannesburg, ISSN 1995-7076, ZDB-ID 2843939-9. - Vol. 9.2016, 1, p. 244-255
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| Subject: | developing financial market | GARCH model | Money market | stock market | volatility transmission | Volatilität | Volatility | Finanzmarkt | Financial market | Geldmarkt | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market | Schätzung | Estimation |
| 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://www.econbiz.de/10011537675