The Volatility Spillover from the Market to Disaggregated Industry Stocks: The Case for the US and UK
Year of publication: |
2011
|
---|---|
Authors: | Moore, Tomoe |
Published in: |
International Journal of Business and Economics. - College of Business, ISSN 1607-0704. - Vol. 10.2011, 1, p. 61-68
|
Publisher: |
College of Business |
Subject: | volatility of stock returns | market returns | disaggregated industry stocks | GARCH |
-
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis
Fantazzini, Dean, (2011)
-
Financial Risk Measurement for Financial Risk Management
Andersen, Torben G., (2011)
-
Chapter 15 Volatility and Correlation Forecasting
Andersen, Torben G., (2006)
- More ...
-
Do macro‐prudential policies jeopardize banking competition?
Mirzaei, Ali, (2020)
-
Foreign capital in a growth model
Mallick, Sushanta Kumar, (2007)
-
Sudden changes in volatility : the case of five central European stock markets
Wang, Ping, (2007)
- More ...