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    • Return and Volatility Linkages among G-7 and Selected Emerging Markets 

      Bhuyan, Rafiqul; Elian, Mohammad; Bagnied, Mohsen; Al-Deehani, Talla Mohammed (2015)
      In this research, using twelve year daily data on sixteen market indicies, we examine the return and volatility linkages among developed and selected emerging stock markets. All markets exhibit excess kurtosis and ARCH effect ...