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4 results for spillovers.

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Volatility Spillover of the Agriculture Sector on the Nairobi Securities Exchange
by Chuchu Michael Nyangasi and John Olukuru
Journal of Finance and Economics. 2017, 5(2), 76-84. DOI: 10.12691/jfe-5-2-5
Pub. Date: April 06, 2017Views: 18595Downloads: 18867
volatility spillovers NSE VARMA-GARCH
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Volatility Spillovers and Contagion between Stock Markets
by Emna Abdennadher and Slaheddine Helara
International Journal of Business and Risk Management. 2021, 4(1), 1-8. DOI: 10.12691/ijbrm-4-1-1
Pub. Date: May 10, 2021Views: 6390Downloads: 9164
volatility spillover fundamental based contagion pure contagion Global Financial Crisis MENA stock markets
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A New Cointegration Econometric Analysis for Contagious and Volatility Spillovers of Subprime Crisis Effects
by Tarek Sadraoui, Bechir Deghachi and Rahma Ben Aissa
International Journal of Econometrics and Financial Management. 2016, 4(2), 29-38. DOI: 10.12691/ijefm-4-2-1
Pub. Date: April 22, 2016Views: 21575Downloads: 20767
subprime crisis contagion volatility of stock returns VAR
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Economic Growth and International R&D Cooperation: A Panel Granger Causality Analysis
by Tarek Sadraoui, Tarek Ben Ali and Bechir Deguachi
International Journal of Econometrics and Financial Management. 2014, 2(1), 7-21. DOI: 10.12691/ijefm-2-1-2
Pub. Date: January 17, 2014Views: 30997Downloads: 24853Citations: 5
Granger Causality Tests dynamic panel data R&D cooperation economic growth spillovers
Abstract Full Text PDF (322 KB) Full Text HTML Full Text ePUB (417 KB)
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