Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets
Year of publication: |
2013-04
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Authors: | Bekiros, Stelios D. |
Institutions: | Rimini Centre for Economic Analysis (RCEA) |
Subject: | stock markets | nonlinear causality | filtering | GJR-GARCH | multivariate GARCH models | spillovers |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C14 - Semiparametric and Nonparametric Methods ; c58 ; G15 - International Financial Markets ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: |
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Bekiros, Stelios D., (2014)
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Bekiros, Stelios D., (2014)
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Nonlinear causality testing with stepwise multivariate filtering
Bekiros, Stelios, (2011)
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Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model
Bekiros, Stelios D., (2013)
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Bekiros, Stelios D., (2008)
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Non-linear dynamics in financial asset returns : the predictive power of the CBOE volatility index
Bekiros, Stelios D., (2008)
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