Price and volatility linkages between Indian stocks and their European GDRs
Vinodh Madhavan, Partha Ray
| Year of publication: |
2019
|
|---|---|
| Authors: | Madhavan, Vinodh ; Ray, Partha |
| Published in: |
Journal of emerging market finance. - Thousand Oaks, Calif. : Sage Publications, ISSN 0973-0710, ZDB-ID 2180453-9. - Vol. 18.2019, 2, suppl, p. 213-237
|
| Subject: | Dual listing | GDR | India | vector autoregression | DCC-GARCH | Indien | Volatilität | Volatility | Börsenkurs | Share price | Aktienmarkt | Stock market | VAR-Modell | VAR model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972652719846353 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012121510