Financial cointegration and spillover effect of global financial crisis : a study of emerging Asian financial markets
Year of publication: |
2019
|
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Authors: | Gulzar, Saqib ; Kayani, Ghulam Mujtaba ; Hui, Xiaofeng ; Ayub, Usman ; Rafique, Amir |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 32.2019, 1,1, p. 187-218
|
Subject: | Cointegration | global financial crisis | V.E.C.M. | G.A.R.C.H.-B.E.K.K. model | volatility spillover | emerging Asian markets | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Asien | Asia | Kointegration | Volatilität | Volatility | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Internationaler Finanzmarkt | International financial market | Finanzmarkt | Financial market |
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