Volatility spillovers under difference in the degree of market integration: Evidence from the selected Asian and Eastern European stock markets

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Bibliographic Details
Main Authors:	Harjum Muharam, Wisnu Mawardi, Erman Denny Arfinto, Najmudin Najmudin
Format:	Article
Language:	English
Published:	Centre of Sociological Research, Szczecin 2019-03-01
Series:	Journal of International Studies
Subjects:	volatility spillover dynamic integration GARCH model
Online Access:	https://www.jois.eu/?495,en_volatility-spillovers-under-difference-in-the-degree-of-market-integration-evidence-from-the-selected-asian-and-eastern-european-stock-markets
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