Internal and external spillover effects for the BRIC countries : multivariate GARCH-in-mean approach
Evgenii Gilenko; Elena Fedorova
| Year of publication: |
2014
|
|---|---|
| Authors: | Gilenko, Evgenii ; Fedorova, Elena |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 31.2014, p. 32-45
|
| Subject: | Spillover effects | Multivariate GARCH-in-mean | BRIC | Market integration | 'Decoupling' phenomenon | Spillover-Effekt | Spillover effect | BRICS-Staaten | BRICS countries | Marktintegration | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010434022