Shock, Return and Volatility Spillovers among The US, Japan and European Monetary Union Stock Markets

Jaghoubi Salma

Authors

Jaghoubi Salma

Keywords:

var-garch models; stock markets; volatility spillovers

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Shock, Return and Volatility Spillovers among The US, Japan and European Monetary Union Stock Markets. (2015). Global Journal of Management and Business Research, 15(C10), 21-27. https://journalofbusiness.org/index.php/GJMBR/article/view/1814

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References

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