Time-varying correlation between indian equity market and selected Asian and US stock markets
Neha Seth, Laxmidhar Panda
| Year of publication: |
2020
|
|---|---|
| Authors: | Seth, Neha ; Panda, Laxmidhar |
| Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 21.2020, 6, p. 1354-1375
|
| Subject: | Asian capital markets | Asymmetric DCC-GARCH model | leverage effect | time-varying correlation | univariate GARCH model | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Korrelation | Correlation | Asien | Asia | Finanzmarkt | Financial market | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Indien | India |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972150919856962 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012388968