Spillover Effects in Major Equity Markets: A GARCH BEKK Approach

Journals Menu

Follow SCIRP

	+1 323-425-8868
	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Open Access Library Journal

ISSN Print: 2333-9705
ISSN Online: 2333-9721
www.scirp.org/journal/oalibj
E-mail: service@oalib.com

Google-based Impact Factor: 0.73
Citations h5-index & Ranking*

Journals Menu

"Spillover Effects in Major Equity Markets: A GARCH BEKK Approach"
written by Chengda Liu,
published by Open Access Library Journal, Vol.3 No.2, 2016

has been cited by the following article(s):

Google Scholar
CrossRef

[1]	Essays on Spillover Effects Across US and China
	2022

[2]	Correlations and volatility spillovers between China and Southeast Asian stock markets
	2021

[3]	Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation
	2021

[4]	The Rollout of GST and its Impact on the Auto Sector Stocks of National Stock Exchange
	Indian J. Financ, 2020

[5]	Dynamics of Contagion and Spillover Effects: Further Evidence from Major Equity Markets
	2020

[6]	Return and Volatility Spillover from Global Interest Rate to Equity Market of South Asian Countries
	2020

[7]	SPOT VOLATILITY PREDICTION BY FUTURES AND OPTIONS: AN INDIAN SCENARIO
	2020

[8]	Examining the evidence of risk spillovers between Shanghai and London non-ferrous futures markets: a dynamic Copula-CoVaR approach
	2020

[9]	Return and volatility spillover across equity markets between China and Southeast Asian countries
	2019

[10]	Shock and Volatility Spillovers between Stock Markets of India and Select Asian Economies
	2019

[11]	VOLATILITY SPILLOVER ACROSS STOCK MARKETS BETWEEN CHINA AND VIETNAM
	AGU International Journal of Sciences, 2019

[12]	GARCH-BEKK Approach to Volatility Behavior and Spillover: Evidence from India, China, Hong Kong, and Japan
	2018

[13]	and Japan
	2018

[14]	Information Transmission in Post-recession Era: Evidence from India, China, Hong Kong and Japan
	Current Issues in the Economy and Finance of India, 2018

[15]	Estimation of the spillover effect between patents and innovation using the GARCH–BEKK model
	Pacific Economic Review, 2017

Follow SCIRP

	+1 323-425-8868
	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Open Access Library Journal

Open Access Library Journal

Journals Menu

Home

About SCIRP

Service

Policies