Financial crises and the dynamics of the spillovers between the US and BRICS stock markets
Year of publication: |
2020
|
---|---|
Authors: | McIver, Ron ; Kang, Sang Hoon |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 54.2020, p. 1-17
|
Subject: | Directional spillover index | Multivariate DECO-GJR-GARCH model | Net spillover index | Volatility spillover | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Aktienmarkt | Stock market | Aktienindex | Stock index | Finanzkrise | Financial crisis | USA | United States | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | BRICS-Staaten | BRICS countries |
-
Omri, Imen, (2023)
-
Mudiangombe, Benjamin, (2023)
-
Al-Hajieh, Heitham, (2023)
- More ...
-
Kang, Sang Hoon, (2021)
-
Dynamic volatility spillover and network connectedness across ASX sector markets
Choi, Ki-hong, (2021)
-
Ur Rehman, Mobeen, (2022)
- More ...