Cargando…
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...
| Autor principal: | |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2023
|
| Materias: | |
| 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 |