Inter- and intra-regional analysis on spillover effects across international stock markets
Year of publication: |
December 2018
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Authors: | Lau, Chi Keung ; Sheng, Xin |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 46.2018, p. 420-429
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Subject: | Spillover effects | Asymmetric spillover effects | Information transmission mechanisms | Market efficiency | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory |
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