An empirical analysis of the US stock market and output growth volatility spillover effects on three Anglo-Saxon countries
Year of publication: |
2014
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Authors: | Valadkhani, Abbas ; Chen, George |
Published in: |
International review of applied economics. - Abingdon : Routledge, ISSN 0269-2171, ZDB-ID 626429-3. - Vol. 28.2014, 3, p. 322-334
|
Subject: | economic growth | stock market | volatility spillovers | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Wirtschaftswachstum | Economic growth | ARCH-Modell | ARCH model | Börsenkurs | Share price | USA | United States |
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