Business-linkage volatility spillovers between US industries
Year of publication: |
2020
|
---|---|
Authors: | Nguyen, Linh ; Mateut, Simona ; Chevapatrakul, Thanaset |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 111.2020, p. 1-26
|
Subject: | Asset pricing | Input – Output linkages | Multivariate GARCH | Stock markets | Volatility spillovers | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Börsenkurs | Share price |
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