Identifying Spillover Effect & Bubble in Bangladeshi Asset Markets: An Analysis of Stock Market and Real Estate
<p>This paper seeks to identify the spillover effect of remittance and private sector credit disbursement, on the capital market and real estate of Bangladesh during the period of 2003-2013. The paper applied Vector Auto regression and Cholesky Factorization to construct spillover index throug...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
EconJournals
2018-11-01
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Series: | International Journal of Economics and Financial Issues |
Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/7037 |