Return and volatility interdependences in up and down markets across developed and emerging countries
Year of publication: |
January 2016
|
---|---|
Authors: | Kundu, Srikanta ; Sarkar, Nityananda |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 36.2016, p. 297-311
|
Subject: | Up-down market | Risk-return relationship | DCC | MGARCH | Spillover effects | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Entwicklungsländer | Developing countries |
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