Spillover of volatility among financial instruments: ASEAN-5 and GCC market study

The research examines a comovement and spillover of volatility among foreign exchange, conventional and shariah stock markets in Association of South East Asian Nation-5 (ASEAN) countries and Gulf Cooperation Council (GCC) countries. Generalized Autoregressive Conditional Heteroskedasticity—Baba, En...

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Detalles Bibliográficos
Autor principal: Danila, Nevi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10586706/
https://www.ncbi.nlm.nih.gov/pubmed/37856501
http://dx.doi.org/10.1371/journal.pone.0292958

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10586706/
https://www.ncbi.nlm.nih.gov/pubmed/37856501
http://dx.doi.org/10.1371/journal.pone.0292958

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