Volatility Spillover between Germany, France, and Cee Stock Markets

Chirila, V.; Chirila, C.

Unable to write in log file ../../bases/logs/gimorg/logerror.txt Volatility Spillover between Germany, France, and Cee Stock Markets | Journal of Business Economics and Management; 23(6):1280-1298, 2022. | Web of Science

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Volatility Spillover between Germany, France, and Cee Stock Markets

Chirila, V.; Chirila, C..

Journal of Business Economics and Management ; 23(6):1280-1298, 2022.

Article in English | Web of Science | ID: covidwho-2201110

Keywords

stock markets; emerging markets; risk; volatility transmission; TVP-VAR; spillover index; IMPULSE-RESPONSE ANALYSIS; TIME-SERIES; UNIT-ROOT; TRANSMISSION; RETURN

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Full text: Available Collection: Databases of international organizations Database: Web of Science Type of study: Prognostic study Language: English Journal: Journal of Business Economics and Management Year: 2022 Document Type: Article

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Full text: Available Collection: Databases of international organizations Database: Web of Science Type of study: Prognostic study Language: English Journal: Journal of Business Economics and Management Year: 2022 Document Type: Article