Return and volatility spillovers among the East Asian equity markets
Year of publication: |
2010
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Authors: | Yılmaz, Kamil |
Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 21.2010, 3, p. 304-313
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation | Ostasien | East Asia |
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