Volatility Spillover Effects across Emerging Equity Markets of Pakistan, India, China and Bangladesh : A Multivariate GARCH-BEKK and CCC Approach
Year of publication: |
2017
|
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Authors: | Hamid, Kashif |
Other Persons: | Hasan, Arshad (contributor) ; Suleman, Muhammad Tahir (contributor) ; Usman Khurram, Muhammad (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Pakistan | China | Volatilität | Volatility | Bangladesch | Bangladesh | Aktienmarkt | Stock market | Indien | India | Spillover-Effekt | Spillover effect | Schwellenländer | Emerging economies |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2017 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.2911592 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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