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机译:次贷危机和波动性溢出
Faculty of Economics and Management of Sfax, University of Sfax, Tunisia, Cite Ennour, Rue 2031 N°2, 3071 Sfax, Tunisie;
Faculty of Economics and Management of Sfax, University of Sfax, Tunisia, Route Menzel Chaker, chez Tijeni Zegal, 3013 Sfax, Tunisie;
Faculty of Economics and Management of Sfax, University of Sfax, Tunisia, Institut Superieur D'administration des affaires de Sfax, Route de l'aerodrome km 4,Sfax BP 1013 Sfax 3018, Tunisie;
subprime crisis; volatility persistence; asymmetric effect; volatility spillover; developed markets; emerging markets; EGARH model; augmented GARCH model;
机译:美国和亚洲股市之间的波动溢出:亚洲货币危机和次贷危机之间的比较
机译:股票市场和外汇市场之间的不对称波动溢出:次贷危机前,危机期间和危机后时期的印度市场实例
机译:次贷危机影响的传染性和波动性溢出的新型协整计量经济分析
机译:次级抵押贷款危机对马来西亚股市的短期和长期波动成分的影响
机译:波动性溢出,经济波动性和资本流入对抵押贷款支持的金融市场的影响
机译:次贷婴儿:止赎危机和最初的健康捐赠
机译:发达和新兴股市之间的波动溢出:来自亚洲货币危机和次贷危机的经验证据