Modelling Co-movement of Different Sectors in Dhaka Stock Exchange (DSE) Using Asymmetric BVAR-GARCH Models
نویسندگان
چکیده
منابع مشابه
Macroeconomic Determinants of the Behavior of Dhaka Stock Exchange (DSE)
Many past studies documented a strong evidence of a linkage between stock prices and macroeconomic activities across different stock markets and time horizons. However, most of these studies have focused on developed economies and highlighted the impact of either domestic variables or a few global factors. In recent times, the impact of global macroeconomic factors upon stock returns has garner...
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ژورنال
عنوان ژورنال: Journal of Finance and Economics
سال: 2017
ISSN: 2328-7284
DOI: 10.12691/jfe-5-3-3