Showing 1 - 10 of 103
Persistent link: https://www.econbiz.de/10003413410
Persistent link: https://www.econbiz.de/10012429794
Persistent link: https://www.econbiz.de/10013423261
Persistent link: https://www.econbiz.de/10012535957
This paper examines global (mature market) and regional (emerging market) spillovers in local emerging stock markets. Tri-variate VAR-GARCH(1,1)-in-mean models are estimated for 41 emerging market economies (EMEs) in Asia, Europe, Latin America, and the Middle East. The models capture a range of...
Persistent link: https://www.econbiz.de/10009440237
Persistent link: https://www.econbiz.de/10012633717
Persistent link: https://www.econbiz.de/10009679799
Persistent link: https://www.econbiz.de/10013207165
Persistent link: https://www.econbiz.de/10013176770
Persistent link: https://www.econbiz.de/10012199083