Calendar Anomalies:Before and After the Global Financial Crisis in Emerging BRIC Stock Markets
نویسندگان
چکیده
منابع مشابه
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This paper examines volatility spillovers between the stock and currency markets of ten Asian economies in the period 2003 to 2014. To carry out this analysis, a multivariate asymmetric GARCH model is used. In general, our results present evidence of bidirectional volatility spillovers between both markets, independently of the individual country’s level of development. Additionally, our findin...
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ژورنال
عنوان ژورنال: HuSS: International Journal of Research in Humanities and Social Sciences
سال: 2017
ISSN: 2349-8900,2349-4778
DOI: 10.15613/hijrh/2017/v4i1/154509