Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework - Concepedia

Concepedia

Publication | Closed Access

Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework

170

Citations

20

References

2008

Year

Ramaprasad Bhar, Biljana Nikolova

Global Finance Journal

Empirical FinanceVolatility ModelingEconomicsFinancial EconomicsAsset PricingMarket TrendBivariate Egarch FrameworkBusinessEconomic AnalysisVolatility SpilloversDynamic CorrelationFinance

References

	Year	Citations

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