Research on Volatility Spillover and Dynamic Correlation of Domestic and International Stock Market
نویسندگان
چکیده
منابع مشابه
Volatility Spillover of the Exchange Rate and the Global Economy on Iran Stock Market
Financial markets are one of the most fundamental markets in any country. In the financial markets, the securities market and the foreign exchange market are sensitive sectors. These two markets are affected by fluctuations and economic cycles so reflect economic changes rapidly. Changes in the returns of one market due to arbitrage conditions during time lead to changes in the returns of other...
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ژورنال
عنوان ژورنال: DEStech Transactions on Economics, Business and Management
سال: 2019
ISSN: 2475-8868
DOI: 10.12783/dtem/icem2019/31214