Information transmission and dynamics of stock price movements : an empirical analysis of BRICS and US stock markets
Rafiqul Bhuyan, Mohammad G. Robbani, Bakhtear Talukdar, Ajeet Jain
| Year of publication: |
November 2016
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| Authors: | Bhuyan, Rafiqul ; Robbani, Mohammad G. ; Talukdar, Bakhtear ; Jain, Ajeet |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 46.2016, p. 180-195
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| Subject: | Volatility | Spillover | BRICS | Emerging markets | GARCH | Volatilität | Schwellenländer | Emerging economies | BRICS-Staaten | BRICS countries | Börsenkurs | Share price | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011626744