Browsing by Subject "GARCH-BEKK"
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Return and volatility spillover across equity markets between China and Southeast Asian countries
(Universidad ESAN. ESAN Ediciones , 2019-06-01 )Purpose – This paper aims to study the daily returns and volatility spillover effects in common stock prices between China and four countries in Southeast Asia (Vietnam Thailand Singapore and Malaysia). Design/methodology/approach ...acceso abierto