The transmission of international stock market volatilities
Bruce Q. Budd
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Budd, Bruce Q. |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 42.2018, 1, p. 155-173
|
| Subject: | Co-movement | GARCH | Spillovers | Structural break | Volatility | Volatilität | Spillover-Effekt | Spillover effect | Strukturbruch | ARCH-Modell | ARCH model | Börsenkurs | Share price | Aktienmarkt | Stock market | Welt | World | Großbritannien | United Kingdom | Schätzung | Estimation | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-017-9391-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011978148