Journal article 579 views
European equity market integration and joint relationship of conditional volatility and correlations
Journal of International Money and Finance, Volume: 71, Pages: 53 - 77
Swansea University Author:
Nader Virk
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/j.jimonfin.2016.10.007
Abstract
European equity market integration and joint relationship of conditional volatility and correlations
Published in: | Journal of International Money and Finance |
---|---|
ISSN: | 0261-5606 |
Published: |
Elsevier BV
2017
|
Online Access: |
Check full text
|
URI: | https://cronfa.swan.ac.uk/Record/cronfa58093 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
first_indexed |
2021-09-24T16:04:34Z |
---|---|
last_indexed |
2021-10-23T03:25:18Z |
id |
cronfa58093 |
recordtype |
SURis |
fullrecord |
<?xml version="1.0"?><rfc1807><datestamp>2021-10-22T16:03:10.7067648</datestamp><bib-version>v2</bib-version><id>58093</id><entry>2021-09-24</entry><title>European equity market integration and joint relationship of conditional volatility and correlations</title><swanseaauthors><author><sid>26403610d08295bd38e7947e39c457b9</sid><ORCID>0000-0001-6338-2198</ORCID><firstname>Nader</firstname><surname>Virk</surname><name>Nader Virk</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2021-09-24</date><deptcode>BAF</deptcode><abstract/><type>Journal Article</type><journal>Journal of International Money and Finance</journal><volume>71</volume><journalNumber/><paginationStart>53</paginationStart><paginationEnd>77</paginationEnd><publisher>Elsevier BV</publisher><placeOfPublication/><isbnPrint/><isbnElectronic/><issnPrint>0261-5606</issnPrint><issnElectronic/><keywords>Correlation; DCC-MIDAS; GARCH; Volatility</keywords><publishedDay>1</publishedDay><publishedMonth>3</publishedMonth><publishedYear>2017</publishedYear><publishedDate>2017-03-01</publishedDate><doi>10.1016/j.jimonfin.2016.10.007</doi><url/><notes>Author accepted mansucript available at https://pearl.plymouth.ac.uk/handle/10026.1/6751</notes><college>COLLEGE NANME</college><department>Accounting and Finance</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>BAF</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2021-10-22T16:03:10.7067648</lastEdited><Created>2021-09-24T17:02:41.2137088</Created><path><level id="1">Faculty of Humanities and Social Sciences</level><level id="2">School of Management - Accounting and Finance</level></path><authors><author><firstname>Nader</firstname><surname>Virk</surname><orcid>0000-0001-6338-2198</orcid><order>1</order></author><author><firstname>Farrukh</firstname><surname>Javed</surname><order>2</order></author></authors><documents/><OutputDurs/></rfc1807> |
spelling |
2021-10-22T16:03:10.7067648 v2 58093 2021-09-24 European equity market integration and joint relationship of conditional volatility and correlations 26403610d08295bd38e7947e39c457b9 0000-0001-6338-2198 Nader Virk Nader Virk true false 2021-09-24 BAF Journal Article Journal of International Money and Finance 71 53 77 Elsevier BV 0261-5606 Correlation; DCC-MIDAS; GARCH; Volatility 1 3 2017 2017-03-01 10.1016/j.jimonfin.2016.10.007 Author accepted mansucript available at https://pearl.plymouth.ac.uk/handle/10026.1/6751 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2021-10-22T16:03:10.7067648 2021-09-24T17:02:41.2137088 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Nader Virk 0000-0001-6338-2198 1 Farrukh Javed 2 |
title |
European equity market integration and joint relationship of conditional volatility and correlations |
spellingShingle |
European equity market integration and joint relationship of conditional volatility and correlations Nader Virk |
title_short |
European equity market integration and joint relationship of conditional volatility and correlations |
title_full |
European equity market integration and joint relationship of conditional volatility and correlations |
title_fullStr |
European equity market integration and joint relationship of conditional volatility and correlations |
title_full_unstemmed |
European equity market integration and joint relationship of conditional volatility and correlations |
title_sort |
European equity market integration and joint relationship of conditional volatility and correlations |
author_id_str_mv |
26403610d08295bd38e7947e39c457b9 |
author_id_fullname_str_mv |
26403610d08295bd38e7947e39c457b9_***_Nader Virk |
author |
Nader Virk |
author2 |
Nader Virk Farrukh Javed |
format |
Journal article |
container_title |
Journal of International Money and Finance |
container_volume |
71 |
container_start_page |
53 |
publishDate |
2017 |
institution |
Swansea University |
issn |
0261-5606 |
doi_str_mv |
10.1016/j.jimonfin.2016.10.007 |
publisher |
Elsevier BV |
college_str |
Faculty of Humanities and Social Sciences |
hierarchytype |
|
hierarchy_top_id |
facultyofhumanitiesandsocialsciences |
hierarchy_top_title |
Faculty of Humanities and Social Sciences |
hierarchy_parent_id |
facultyofhumanitiesandsocialsciences |
hierarchy_parent_title |
Faculty of Humanities and Social Sciences |
department_str |
School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance |
document_store_str |
0 |
active_str |
0 |
published_date |
2017-03-01T04:14:20Z |
_version_ |
1763753969074569216 |
score |
11.021648 |