A short note on information transmissions across US-BRIC equity markets : evidence from volatility spillover index
Year of publication: |
2017
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Authors: | Amanjot Singh ; Kaur, Parneet |
Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 15.2017, 1, p. 197-208
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Subject: | BRIC | Spillover | US | Volatility | Volatilität | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Informationsverbreitung | Information dissemination | BRICS-Staaten | BRICS countries |
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