Journals A-Z
All Subjects
Free Journals
sciepub.com

3 results for volatility spillovers.

Parameters for your search query:
Keyword    volatility spillovers

Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 18594Downloads: 18847
volatility spillovers NSE VARMA-GARCH
Abstract Full Text PDF (327 KB) Full Text HTML Full Text ePUB (187 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 6389Downloads: 9143
volatility spillover fundamental based contagion pure contagion Global Financial Crisis MENA stock markets
Abstract Full Text PDF (319 KB) Full Text HTML Full Text ePUB (413 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 21574Downloads: 20755
subprime crisis contagion volatility of stock returns VAR
Abstract Full Text PDF (350 KB) Full Text HTML Full Text ePUB (208 KB)
Results: sort by Relevance

Filter by

Date

Published between:

and

Subjects

Journals

Article Types