Volatility spillover between Germany, France, and CEE stock markets
Year of publication: |
2022
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Authors: | Chirilă, Viorica ; Chirilă, Ciprian |
Published in: |
Journal of business economics and management. - Vilnius : VTGU Publ. House "Technika", ISSN 2029-4433, ZDB-ID 2400520-4. - Vol. 23.2022, 6, p. 1280-1298
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Subject: | stock markets | emerging markets | risk | volatility transmission | TVP-VAR | spillover index | Volatilität | Volatility | Aktienmarkt | Stock market | Deutschland | Germany | Spillover-Effekt | Spillover effect | Schwellenländer | Emerging economies | Frankreich | France | Schätzung | Estimation | ARCH-Modell | ARCH model | Osteuropa | Eastern Europe | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3846/jbem.2022.18194 [DOI] |
Classification: | c58 ; D53 - Financial Markets ; G15 - International Financial Markets ; O57 - Comparative Studies of Countries |
Source: | ECONIS - Online Catalogue of the ZBW |
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