An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries
Faruk Balli, Hassan Rafdan Hajhoj, Syed Abul Basher, Hassan Belkacem Ghassan
| Year of publication: |
September 2015
|
|---|---|
| Authors: | Balli, Faruk ; Hajhoj, Hassan Rafdan ; Basher, Syed Abul ; Ghassan, Hassan B. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 39.2015, p. 311-325
|
| Subject: | Return spillovers | Volatility spillovers | Market integration | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Kapitaleinkommen | Capital income | Mittlerer Osten | Middle East | Schwellenländer | Emerging economies | Marktintegration | Asien | Asia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2015.04.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011572452