4 results for volatility spillover.

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Keyword    volatility spillover

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Modelling Co-movement of Different Sectors in Dhaka Stock Exchange (DSE) Using Asymmetric BVAR-GARCH Models
Journal of Finance and Economics. 2017, 5(3), 105-117. DOI: 10.12691/jfe-5-3-3
Pub. Date: April 19, 2017Views: 15466Downloads: 13741
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Volatility Spillover of the Agriculture Sector on the Nairobi Securities Exchange
Journal of Finance and Economics. 2017, 5(2), 76-84. DOI: 10.12691/jfe-5-2-5
Pub. Date: April 06, 2017Views: 10418Downloads: 9158
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Volatility Spillovers and Contagion between Stock Markets
International Journal of Business and Risk Management. 2021, 4(1), 1-8. DOI: 10.12691/ijbrm-4-1-1
Pub. Date: May 10, 2021Views: 982Downloads: 1926
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A New Cointegration Econometric Analysis for Contagious and Volatility Spillovers of Subprime Crisis Effects
International Journal of Econometrics and Financial Management. 2016, 4(2), 29-38. DOI: 10.12691/ijefm-4-2-1
Pub. Date: April 22, 2016Views: 13238Downloads: 11800
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