期刊论文详细信息
Business, Management and Economics Engineering
Modelling volatility spillovers, cross-market correlation and co-movements between stock markets in European Union: an empirical case study
Amir Mehdiabadi1  Cristi Spulbar2  Ramona Birau3  Jatin Trivedi4 
[1] Department of Management, Islamic Azad University of South Tehran Branch, Tehran, Iran;Faculty of Economics and Business Administration, University of Craiova, Romania;Faculty of Education Science, Law and Public Administration, C-tin Brancusi University of Targu Jiu, Romania;National Institute of Securities Markets, Mumbai, India;
关键词: volatility spillover;    garch family models;    stock market dynamics;    investor behaviour;    diversification;    news;   
DOI  :  10.3846/bmee.2021.13588
来源: DOAJ
【 授权许可】

Unknown   

  文献评价指标  
  下载次数:0次 浏览次数:10次