Modelling dynamic volatility spillovers from the U.S. to the BRIC countries' stock markets during the subprime crisis

Singh, Amanjot and Kaur, P 2015, Modelling dynamic volatility spillovers from the U.S. to the BRIC countries' stock markets during the subprime crisis, Indian Journal of Finance, vol. 9, no. 8, pp. 44-55, doi: 10.17010//2015/v9i8/74562.


Title Modelling dynamic volatility spillovers from the U.S. to the BRIC countries' stock markets during the subprime crisis
Author(s) Singh, AmanjotORCID iD for Singh, Amanjot orcid.org/0000-0003-3575-4382
Kaur, P
Journal name Indian Journal of Finance
Volume number 9
Issue number 8
Start page 44
End page 55
Total pages 12
Publisher Associated Management Consultants
Place of publication New Delhi, India
Publication date 2015-08
ISSN 0973-8711
0973-8711
Keyword(s) Asymmetric
Bric
Contagion
Egarch Model
Leverage
Language eng
DOI 10.17010//2015/v9i8/74562
Indigenous content off
HERDC Research category C1.1 Refereed article in a scholarly journal
Persistent URL http://hdl.handle.net/10536/DRO/DU:30150420

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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