Time-varying financial spillovers from the US to frontier markets Article

Todorov, Galin, Bidarkota, Prasad. (2014). Time-varying financial spillovers from the US to frontier markets . 7(2), 246-283. 10.1080/17520843.2014.919330

keywords

  • Business & Economics
  • Economics
  • Social Sciences
  • frontier markets
  • return and volatility spillovers
  • stock index returns
  • time-varying parameters (TVP)
  • time-varying volatility

Digital Object Identifier (DOI)

publisher

  • ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD

start page

  • 246

end page

  • 283

volume

  • 7

issue

  • 2