Spillover effects and transmission of shocks in Visegrad equity markets
Florin Aliu, Vincenzo Asero, Alban Asllani and Jiří Kučera
| Year of publication: |
2024
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|---|---|
| Authors: | Aliu, Florin ; Asero, Vincenzo ; Asllani, Alban ; Kučera, Jiří |
| Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 41.2024, 2, p. 312-334
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| Subject: | DCC GARCH | Spillover effects | V4 equity markets | Wavelet analysis | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Schock | Shock | Volatilität | Volatility | Zustandsraummodell | State space model | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-07-2023-0395 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015049552