Return and volatility spillovers in equity markets: An investigation using various GARCH methodologies
Author:
Affiliation:
1. Faculty of Economics & Business, Department of Managerial Economics, University of Zagreb, Zagreb, Croatia
2. Department of Accounting, Finance & Economics, California State University-Dominguez Hills, Carson, CA 90747, USA
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.cogentoa.com/article/10.1080/23322039.2016.1266788.pdf
Reference51 articles.
1. Volatility transmission in regional Asian stock markets
2. DISLOCATIONS IN THE WON-DOLLAR SWAP MARKETS DURING THE CRISIS OF 2007-2009
3. Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis
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