Time-varying Return and Volatility Spillover among EAGLEs Stock Markets: A Multivariate GARCH Analysis

Copy For Citation

Umer U. M., ÇOŞKUN M., KİRACI K.

JOURNAL OF FINANCE & ECONOMICS RESEARCH, vol.3, no.1, pp.23-42, 2018 (Peer-Reviewed Journal)

• Publication Type: Article / Article
• Volume: 3 Issue: 1
• Publication Date: 2018
• Doi Number: 10.20547/jfer1803102
• Journal Name: JOURNAL OF FINANCE & ECONOMICS RESEARCH
• Page Numbers: pp.23-42
• Anadolu University Affiliated: Yes