"volatility spillover" - Selaus asiasanan mukaanPro gradu -tutkielmat ja diplomityöt
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STOCK MARKET AND VOLATILITY SPILLOVER: EVIDENCE FROM VAR-GARCH ANALYSIS OF BRICS AND THE US
(2018)
Pro gradu - tutkielmaThe thesis paper aims to investigate the volatility spillover effects from the stock market of the United States to BRICS (Brazil, Russia, India, China and South Africa). In this study, I have employed VAR-GARCH framework ...