Characterizing the volatility transmission across international stock markets
Year of publication: |
August 2015
|
---|---|
Authors: | Mitra, Amarnath ; Iyer, Vishwanathan ; Joseph, Anto |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 5.2015, 4, p. 571-583
|
Subject: | Volatility Spillover | Financial Contagion | Volatility Pattern | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect | ARCH-Modell | ARCH model | Welt | World | Finanzkrise | Financial crisis | Großbritannien | United Kingdom |
-
Gatfaoui, Hayette, (2013)
-
Kakran, Shubham, (2023)
-
Jawadi, Fredj, (2015)
- More ...
-
Transmission of Volatility Across Asia-Pacific Stock Markets : Is There a Pattern?
Mitra, Amarnath, (2015)
-
Jena, Sangram Keshari, (2019)
-
Institutional ownership and earnings management: Evidence from India
Potharla, Srikanth, (2021)
- More ...