Volatility and shock interactions and risk management implications : evidence from the U.S. and frontier markets
Geoffrey Ngene, Jordin A. Post, Ann N. Mungai
| Year of publication: |
2018
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|---|---|
| Authors: | Ngene, Geoffrey ; Post, Jordin A. ; Mungai, Ann Nduati |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 37.2018, p. 181-198
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| Subject: | EDCC model | Frontier markets | Interactions | Shocks | The U.S | Volatility | Volatilität | Schock | Shock | USA | United States | Schwellenländer | Emerging economies | Risikomanagement | Risk management | Finanzmarkt | Financial market | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2018.09.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012115004