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...

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Bibliographic Details
Main Authors: Sisili Rahman, Biplab Das, Tazrina Farah
Format: Article
Language:English
Published: EconJournals 2018-11-01
Series:International Journal of Economics and Financial Issues
Online Access:https://www.econjournals.com/index.php/ijefi/article/view/7037