Spillover effects between US and major European stock markets
Year of publication: |
2014
|
---|---|
Authors: | Al-Zeaud, Hussein Ali |
Published in: |
American Journal of Finance and Accounting. - Inderscience Enterprises Ltd, ISSN 1752-7767. - Vol. 3.2014, 2/3/4, p. 172-184
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | spillover effects | multivariate GARCH | generalised autoregressive conditional heteroskedasticity | DCC | dynamic conditional correlation | Europe | USA | United States | EGARCH | exponential GARCH | stock markets | volatility |
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