Volatility spillover in regional emerging stock markets : a structural time-series approach
Year of publication: |
2006
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Authors: | Al-Deehani, Talla ; Moosa, Imad A. |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 42.2006, 4, p. 78-89
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Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Zeitreihenanalyse | Time series analysis | Arabische Golf-Staaten | Gulf countries |
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