Transmission of Shock across International Stock Markets: An Econometric Analysis
The risk of spillover of volatility among international stock markets has increased manifold and it needs to be diagnosed comprehensively. In this paper, the authors have used 11 stock indices to identify influential markets and detect the direction of transmission of shock across markets in differ...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Dunarea de Jos University of Galati
2018-05-01
|
| Series: | Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics |
| Online Access: | http://www.eia.feaa.ugal.ro/images/eia/2018_1/Talwar_Pansare.pdf |