Structural breaks in volatility transmission from developed markets to major Asian emerging markets
Year of publication: |
2019
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Authors: | Kumar, Dilip |
Published in: |
Journal of emerging market finance. - Thousand Oaks, Calif. : Sage Publications, ISSN 0973-0710, ZDB-ID 2180453-9. - Vol. 18.2019, 2, p. 172-209
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Subject: | Volatility spillover | Asian emerging markets | contagion | unbiased volatility estimator | structural breaks | Volatilität | Volatility | Strukturbruch | Structural break | Asien | Asia | Schwellenländer | Emerging economies | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Thailand |
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