Stock market integration and volatility spillovers : new evidence from Asia-Pacific and European markets
Biplab Kumar Guru and Inder Sekhar Yadav
| Year of publication: |
2023
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|---|---|
| Authors: | Guru, Biplab Kumar ; Yadav, Inder Sekhar |
| Published in: |
The journal of risk finance : JRF. - Bradford : Emerald, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 24.2023, 2, p. 186-211
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| Subject: | Asia and European markets | Diebold-Yilmaz | Forecast error variance decomposition | Stock market integration | Volatility spillovers | Volatilität | Volatility | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Marktintegration | Market integration | EU-Staaten | EU countries | Asien | Asia | Asiatisch-pazifischer Raum | Asia-Pacific region | ARCH-Modell | ARCH model | Dekompositionsverfahren | Decomposition method | Europa | Europe |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-03-2022-0065 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014232423