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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
by Abdul Hannan Chowdhury and Mohammad Kamrul Arefin
Journal of Finance and Economics. 2017, 5(3), 105-117. DOI: 10.12691/jfe-5-3-3
Pub. Date: April 19, 2017Views: 17713Downloads: 15992
volatility spillover return spillover Bayesian VAR GJR-GARCH VECH BEKK DSE
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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: 12270Downloads: 11025
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: 2433Downloads: 3744
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: 15084Downloads: 13639
subprime crisis contagion volatility of stock returns VAR
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