Interconnectedness and Spillover Effects amongst Stock Markets of the US, China, Germany, Japan and India using DCC-GARCH Model and Diebold Yilmaz Method
In a rapidly globalising world, economic boundaries are dissolving as stakeholders seek broader opportunities. Corporations are now multinational, and investors are increasingly turning to global stock markets to maximise gains. Volatility serves as a crucial benchmark, guiding investment decisions...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Management & Finance, University of Colombo
2024-12-01
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| Series: | Colombo Business Journal |
| Subjects: | |
| Online Access: | https://mgmt.cmb.ac.lk/cbj/wp-content/uploads/2024/12/7.-CBJ-V15I2-Interconnectedness-amongst-Stock-Indices.pdf |
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