Return and volatility spillovers across the Western and MENA countries
Hamidreza Habibi, Hassan Mohammadi
| Year of publication: |
2022
|
|---|---|
| Authors: | Habibi, Hamidreza ; Mohammadi, Hassan |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 60.2022, p. 1-10
|
| Subject: | Financial contagion | Return spillovers | Volatility spillovers | Spillover-Effekt | Spillover effect | Volatilität | Volatility | MENA-Staaten | MENA countries | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Ansteckungseffekt | Contagion effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101642 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013449121