The nexus between herding behavior and spillover : evidence from G7 and BRICS
Year of publication: |
2024
|
---|---|
Authors: | Gouta, Sarra ; BenMabrouk, Houda |
Published in: |
Review of behavioral finance : RBF. - Bingley : Emerald, ISSN 1940-5987, ZDB-ID 2517439-3. - Vol. 16.2024, 2, p. 360-377
|
Subject: | CSAD | DCC-GARCH | Dynamic connectedness approach | Extreme movements | Herding behavior | Spillover | TVP-VAR | Spillover-Effekt | Spillover effect | Herdenverhalten | Herding |
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