On the dynamic transmission of mean and volatility across the Arab stock markets
Elie Bouri; Georges Azzi
| Year of publication: |
2014
|
|---|---|
| Authors: | Bouri, Elie ; Azzi, Georges |
| Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 13.2014, 3, p. 279-304
|
| Subject: | Equity returns | MENA | multivariate GARCH | mean spillover | volatility spillover | conditional correlations | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Arabische Staaten | Arab countries | Korrelation | Correlation |
| 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/10010492029