Monografie
Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
- Sprache
-
Englisch
- Identifier
-
1153009803
- Reihe
-
DIW Discussion Papers; 942
Beteiligte Personen und Organisationen
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:53 MEZ
Objekttyp
- Monografie
Ähnliche Objekte (12)
Volatility spillovers and contagion from mature to emerging stock markets
Macro news and stock returns in the euro area : A VAR-GARCH-in-mean analysis
Exchange rates and macro news in emerging markets
Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis
International portfolio flows and exchange rate volatility for emerging markets
Equity fund flows and stock market returns in the US before and after the global financial crisis : A VAR-GARCH-in-mean analysis
Spillovers between food and energy prices and structural breaks
Macro news and exchange rates in the BRICS
Macro news and commodity returns
Macro news and bond yield spreads in the euro area
Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Oil price uncertainty and sectoral stock returns in China : A time-varying approach
Volatility spillovers and contagion from mature to emerging stock markets
Macro news and stock returns in the euro area : A VAR-GARCH-in-mean analysis
Exchange rates and macro news in emerging markets
Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis
International portfolio flows and exchange rate volatility for emerging markets
Equity fund flows and stock market returns in the US before and after the global financial crisis : A VAR-GARCH-in-mean analysis
Spillovers between food and energy prices and structural breaks
Macro news and exchange rates in the BRICS
Macro news and commodity returns
Macro news and bond yield spreads in the euro area
Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Oil price uncertainty and sectoral stock returns in China : A time-varying approach
Volatility spillovers and contagion from mature to emerging stock markets
Macro news and stock returns in the euro area : A VAR-GARCH-in-mean analysis
Exchange rates and macro news in emerging markets
Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis
International portfolio flows and exchange rate volatility for emerging markets
Equity fund flows and stock market returns in the US before and after the global financial crisis : A VAR-GARCH-in-mean analysis
Spillovers between food and energy prices and structural breaks
Macro news and exchange rates in the BRICS
Macro news and commodity returns
Macro news and bond yield spreads in the euro area
Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis