Stock market linkages and spillover effects : an empirical analysis of select Asian markets
Sanjay Sehgal, Kumar Bijoy, Sakshi Saini
| Year of publication: |
2019
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|---|---|
| Authors: | Sehgal, Sanjay ; Bijoy, Kumar ; Saini, Sakshi |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 9.2019, 5, p. 1447-1472
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| Subject: | Asian Stock Markets | ADCC-GARCH | Chinese Meltdown | Diebold-Yilmaz | Return Spillover | Volatility Spillover | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Asien | Asia | Volatilität | Volatility | China | ARCH-Modell | ARCH model | Hongkong | Hong Kong | Finanzkrise | Financial crisis | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation | Singapur | Singapore |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2019.95093 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012104479