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  • Search: subject:"VAR-DCC-MEGARCH model"
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Aktienindex 1 Aktienmarkt 1 COVID-19 1 China 1 Coronavirus 1 KSE-100 index 1 Nachhaltige Entwicklung 1 Pakistan 1 Shanghai 1 Shanghai Composite index 1 Spillover effect 1 Spillover-Effekt 1 Stock index 1 Stock market 1 Sustainable development 1 VAR-DCC-MEGARCH model 1 Volatility 1 Volatilität 1 financial stability 1 sustainable development 1 volatility spillover 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Balsalobre-Lorente, Daniel 1 Kazouz, Hayfa 1 Liu, Xiaoxing 1 Rauf, Abdul 1 Shehzad, Khurram 1 Zeraibi, Ayoub 1
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Journal of sustainable finance & investment 1
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ECONIS (ZBW) 1
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An asymmetric spillover between China and Pakistan' stock markets : a comparative analysis before and during COVID-19 crisis
Shehzad, Khurram; Liu, Xiaoxing; Kazouz, Hayfa; … - In: Journal of sustainable finance & investment 12 (2022) 4, pp. 1265-1284
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