Volatility Spillover Between Stock Market Sectors
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: Gazi Journal of Economics and Business
سال: 2020
ISSN: 2548-0162
DOI: 10.30855/gjeb.2020.6.3.003