Financial crises and volatility spillovers among emerging European equity markets.
Year of publication: |
2014
|
---|---|
Authors: | Ergun, Ugur ; Zehra Mahmutović. |
Published in: |
International Journal of Finance and Banking. - Center for Socio-Economic Research. - Vol. 1.2014, 2, p. 48-54
|
Publisher: |
Center for Socio-Economic Research |
Subject: | Balkan transition economies | GARCH (1.1) | Equity markets | Volatility spillover |
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