Volatility transmission between bond and stock markets : case of emerging financial markets
Year of publication: |
2014
|
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Authors: | Saadaoui, Amir ; Boujelbene, Younes |
Published in: |
Acta Universitatis Danubius / Oeconomica. - Galati : Ed. Universitaria Danubius, ISSN 2065-0175, ZDB-ID 2543389-1. - Vol. 10.2014, 6, p. 84-97
|
Subject: | Volatility transmission | Multivariate GARCH (1,1) BEKK | Bonds | Stock Market | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Börsenkurs | Share price | Rentenmarkt | Bond market | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Schätzung | Estimation |
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