An investigation of return and volatility linkages among equity markets : a study of selected European and emerging countries
Burhan F. Yavas, Lidija Dedi
| Year of publication: |
May 2016
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|---|---|
| Authors: | Yavas, Burhan F. ; Dedi, Lidija |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 37.2016, p. 583-596
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| Subject: | Volatility transmission | Exchange traded funds | MARMA | GARCH | Volatilität | Volatility | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Aktienmarkt | Stock market | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2016.01.025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011595408