Investigating the Dynamic Return Spillover Effect amidst Selected large Stock Exchange Companies: New Evidence from the Contemporaneous and Lagged R2 Connectedness Approach
Investment portfolio management is always one of the concerns of investors. Therefore, in this research, the net transmitter or receiver of volatilities amidst the selected large companies in the period of 08/10/2015-04/29/2024 using the vector autoregressive model with time-varying parameters and t...
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| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Alzahra University
2025-06-01
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| Series: | راهبرد مدیریت مالی |
| Subjects: | |
| Online Access: | https://jfm.alzahra.ac.ir/article_8691_9ec3480413754a598bacea56587f6b99.pdf |
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