A short note on information transmissions across US-BRIC equity markets: evidence from volatility spillover index

https://hdl.handle.net/10536/DRO/DU:30151965
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posted on 2024-06-19, 03:26 authored by A Singh, P Kaur

A short note on information transmissions across US-BRIC equity markets: evidence from volatility spillover index

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DOI - Is version of https://doi.org/10.1007/s40953-016-0047-2

Location

New York, N.Y.

Language

eng

Publication classification

C1 Refereed article in a scholarly journal, C Journal article

Journal

Journal of quantitative economics

Volume

15

Pagination

197-208

ISSN

0971-1554

eISSN

2364-1045

Publisher

Springer Science and Business Media LLC

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Categories

Keywords

Department of Finance 3801 Applied economics 3802 Econometrics 3502 Banking, finance and investment

Licence

All Rights Reserved

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