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Open Access Library Journal
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Open Access Library Journal
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2333-9705
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2333-9721
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"
Spillover Effects in Major Equity Markets: A GARCH BEKK Approach
"
written by
Chengda Liu
,
published by
Open Access Library Journal
,
Vol.3 No.2, 2016
has been cited by the following article(s):
Google Scholar
CrossRef
[1]
Essays on Spillover Effects Across US and China
2022
[2]
Correlations and volatility spillovers between China and Southeast Asian stock markets
2021
[3]
Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation
2021
[4]
The Rollout of GST and its Impact on the Auto Sector Stocks of National Stock Exchange
Indian J. Financ
,
2020
[5]
Dynamics of Contagion and Spillover Effects: Further Evidence from Major Equity Markets
2020
[6]
Return and Volatility Spillover from Global Interest Rate to Equity Market of South Asian Countries
2020
[7]
SPOT VOLATILITY PREDICTION BY FUTURES AND OPTIONS: AN INDIAN SCENARIO
2020
[8]
Examining the evidence of risk spillovers between Shanghai and London non-ferrous futures markets: a dynamic Copula-CoVaR approach
2020
[9]
Return and volatility spillover across equity markets between China and Southeast Asian countries
2019
[10]
Shock and Volatility Spillovers between Stock Markets of India and Select Asian Economies
2019
[11]
VOLATILITY SPILLOVER ACROSS STOCK MARKETS BETWEEN CHINA AND VIETNAM
AGU International Journal of Sciences
,
2019
[12]
GARCH-BEKK Approach to Volatility Behavior and Spillover: Evidence from India, China, Hong Kong, and Japan
2018
[13]
and Japan
2018
[14]
Information Transmission in Post-recession Era: Evidence from India, China, Hong Kong and Japan
Current Issues in the Economy and Finance of India
,
2018
[15]
Estimation of the spillover effect between patents and innovation using the GARCH–BEKK model
Pacific Economic Review
,
2017
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