Transmission of shock across international stock markets : an econometric analysis
Shalini Talwar, Jayant Pansare
| Year of publication: |
2018
|
|---|---|
| Authors: | Talwar, Shalini ; Pansare, Jayant |
| Published in: |
Analele Universitătii Dunărea de Jos Galaţi. - Galaţi : [Verlag nicht ermittelbar], ISSN 2344-441X, ZDB-ID 2595656-5. - Vol. 24.2018, 1, p. 110-119
|
| Subject: | Block Exogeneity Wald | Granger Causality | Stock Markets | Johansen Cointegration | Shock | Variance Decomposition | Volatility Spillover | Schock | Volatilität | Volatility | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Kointegration | Cointegration | VAR-Modell | VAR model | Börsenkurs | Share price | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012028269