Information leadership and volatility spillover across the countries : a case of Indian and other Asian equity markets
Year of publication: |
2007
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Authors: | Mukherjee, Kedar nath ; Mishra, Ram Kumar |
Published in: |
Capital markets. - Hyderabad : Icfai Univ. Pr., ISBN 81-314-0841-8. - 2007, p. 258-273
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Subject: | Aktienmarkt | Stock market | Börsenkurs | Share price | Informationsverbreitung | Information dissemination | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Indien | India | Asien | Asia |
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