Return and volatility spillover among the PIIGS economies and India
Year of publication: |
2015
|
---|---|
Authors: | Kumar, Dilip ; Maheswaran, Srinivasan |
Published in: |
American journal of finance and accounting. - Genève : Inderscience Enterprises Ltd., ISSN 1752-7767, ZDB-ID 2449731-9. - Vol. 4.2015/2016, 1, p. 28-49
|
Subject: | return spillover | volatility spillover | VAR-MVEGARCH model | PIIGS economies | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Indien | India | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Schätzung | Estimation |
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