Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk (Q2241570)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk |
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Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk (English)
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9 November 2021
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geopolitical risk (GPR)
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volatility transmission
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ADCC-GARCH model
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return spillovers
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MENA countries
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