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Keywords: Conditional volatility
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Journal Articles
Financial instability, integration and volatility of emerging South Asian stock markets
Available to Purchase
South Asian Journal of Business Studies (2017) 6 (2): 177–190.
Published: 05 June 2017
... 2017 Emerald Publishing Limited Licensed re-use rights only Market integration South Asia Conditional volatility Dow Jones Global GARCH/T-GARCH Net volatility change This study focuses on the spillover effect of international financial instability on four emerging South Asian...
