International spillovers of U.S. financial volatility
Year of publication: |
2019
|
---|---|
Authors: | Berg, Kimberly A. ; Vu, Nam T. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 97.2019, p. 19-34
|
Subject: | Bond volatility | Stock volatility | International output growth | Spillovers | Volatilität | Volatility | Spillover-Effekt | Spillover effect | USA | United States | ARCH-Modell | ARCH model | Wirtschaftswachstum | Economic growth | Börsenkurs | Share price | Schätzung | Estimation | Welt | World | Bruttoinlandsprodukt | Gross domestic product | Internationaler Finanzmarkt | International financial market |
-
Why do U.S. uncertainties drive stock market spillovers? : international evidence
Balli, Faruk, (2021)
-
GDP growth and the interdependency of volatility spillovers
Karunanayake, Indika, (2012)
-
International volatility transmission of reit returns
Li, Deqing Diane, (2012)
- More ...
-
Asymmetric effects of sectoral shifts under low and high uncertainty
Berg, Kimberly A., (2021)
-
International Effects of Stock Market Dispersion
Vu, Nam T., (2020)
-
International effects of corporate tax cuts on income distribution
Bawa, Siraj G., (2020)
- More ...