Showing 1 - 10 of 24,014
Persistent link: https://www.econbiz.de/10012650961
Persistent link: https://www.econbiz.de/10014333583
-variate GARCH-in-mean model and volatility spillovers. The empirical results show the significant effects (positive and negative …, respectively) of the stock market returns, interest rate, and exchange rate volatility of the financial sector during the crisis …. Besides, we find, in most cases, significant (positive and negative, respectively) volatility spillovers from market return …
Persistent link: https://www.econbiz.de/10011450341
Persistent link: https://www.econbiz.de/10011665340
Persistent link: https://www.econbiz.de/10008657846
Persistent link: https://www.econbiz.de/10012795525
Persistent link: https://www.econbiz.de/10012000299
Persistent link: https://www.econbiz.de/10014514088
Persistent link: https://www.econbiz.de/10014482973
Persistent link: https://www.econbiz.de/10001482622