Volatility transmission between Dow Jones Stock Index and emerging bond index
Amir Saadaoui, Younes Boujelbene
| Year of publication: |
2016
|
|---|---|
| Authors: | Saadaoui, Amir ; Boujelbene, Younes |
| Published in: |
Acta Universitatis Danubius / Oeconomica. - Galati : Ed. Universitaria Danubius, ISSN 2065-0175, ZDB-ID 2543389-1. - Vol. 12.2016, 2, p. 194-207
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| Subject: | volatility transmission | DJ Index | Emerging Bond Index | bivariate GARCH-BEKK | Volatilität | Volatility | Aktienindex | Stock index | Schwellenländer | Emerging economies | Index | Index number | Index-Futures | Index futures | Indexbindung | Indexation | Börsenkurs | Share price | Öffentliche Anleihe | Public bond | Indexanleihe | Index-linked bond | Welt | World | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011633515