Impact of return and volatility spillover from banking industry to other industries : an evidence from Pakistan
Year of publication: |
2024
|
---|---|
Authors: | Mir, Fahad Waqas ; Bhutta, Nousheen Tariq |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 2, p. 1680-1695
|
Subject: | ADDC | ARMA | DCC | return and volatility spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Pakistan | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Bank |
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