Does national culture affect the intensity of volatility linkages in international equity markets?
Stephanie Rothonis, Duy Tran, Eliza Wu
| Year of publication: |
January 2016
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|---|---|
| Authors: | Rothonis, Stephanie ; Duy Tran ; Wu, Eliza |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 36.2016, p. 85-95
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| Subject: | Cultural distance | Volatility linkages | Realised volatility | GARCH | Volatilität | Volatility | ARCH-Modell | ARCH model | Kulturelle Identität | Cultural identity | Nationalkultur | National culture |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2015.09.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011594263