Correlation and volatility transmission across international stock markets : a bivariate GARCH analysis
P. Sakthivel; Naresh Bodkhe; B. Kamaiah
| Year of publication: |
2012
|
|---|---|
| Authors: | Sakthivel, P. ; Bodkhe, Naresh ; Kamaiah, Bandi |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 4.2012, 3, p. 253-264
|
| Subject: | Internationale Wirtschaftsbeziehungen | International economic relations | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Konjunkturzusammenhang | Business cycle synchronization | ARCH-Modell | ARCH model | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009613311