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