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Time-varying Return and Volatility Spillover among EAGLEs Stock Markets: A Multivariate GARCH Analysis

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dc.contributor.authorUmer, Usman M.
dc.contributor.authorÇOŞKUN, METİN
dc.contributor.authorKasım KİRACI
dc.contributor.orcid0000-0003-3080-1952
dc.contributor.orcid0000-0002-3110-8650
dc.contributor.orcid0000-0002-2061-171X
dc.date.accessioned2025-11-13T11:24:55Z
dc.date.issued2018-01-01
dc.identifier.doihttps://doi.org/10.20547/jfer1803102
dc.identifier.endpage42
dc.identifier.issn2415-2455
dc.identifier.issue1
dc.identifier.openalexW2808916145
dc.identifier.startpage23
dc.identifier.urihttps://hdl.handle.net/11421/6715
dc.identifier.urihttps://doi.org/10.20547/jfer1803102
dc.identifier.volume3
dc.language.isoen
dc.relation.ispartofJournal of Finance & Economic Research
dc.rightsopenAccess
dc.subjectSpillover effect
dc.subjectEconometrics
dc.subjectStock (firearms)
dc.subjectMultivariate statistics
dc.subjectVolatility (finance)
dc.subjectAutoregressive conditional heteroskedasticity
dc.subjectEconomics
dc.subjectFinancial economics
dc.subjectMathematics
dc.subjectStatistics
dc.subjectGeography
dc.subjectMicroeconomics
dc.subject.sdg17
dc.titleTime-varying Return and Volatility Spillover among EAGLEs Stock Markets: A Multivariate GARCH Analysis
dc.typeArticle
dspace.entity.typePublication
local.authorid.openalexA5080593075
local.authorid.openalexA5025688598

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