Stock returns and asymmetric volatility spillover dynamics between Asian emerging markets
Year of publication: |
2021
|
---|---|
Authors: | Habiba, Umme ; Shen, Peilong ; Hamid, Kashif ; Shahzad, Farrukh |
Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 22.2021, 5, p. 1131-1145
|
Subject: | Asian emerging stock markets | extended EGARCH model | return linkages | subprime financial crisis | volatility spillover | Volatilität | Volatility | Asien | Asia | Spillover-Effekt | Spillover effect | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Subprime-Krise | Subprime financial crisis | Südkorea | South Korea |
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