Balli, Faruk; Basher, Syed Abul; Ghassan, Hassan B.; … - Volkswirtschaftliche Fakultät, … - 2014
This study investigates the return spillovers and volatility spillovers from developed markets (e.g., Europe, Japan and the US) into the financial markets of selected emerging countries in Asia and the Middle East and North Africa (MENA) region. Based on constant and trend spillover models, we...