Stock market integration and volatility spillover : India and its major Asian counterparts
Year of publication: |
2010
|
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Authors: | Mukherjee, Kedar nath ; Mishra, Ram Kumar |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 24.2010, 2, p. 235-251
|
Subject: | Aktienmarkt | Stock market | Marktintegration | Market integration | Volatilität | Volatility | Informationswert | Information value | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Indien | India | Asien | Asia |
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