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European equity market integration and joint relationship of conditional volatility and correlations

Nader Virk Orcid Logo, Farrukh Javed

Journal of International Money and Finance, Volume: 71, Pages: 53 - 77

Swansea University Author: Nader Virk Orcid Logo

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DOI (Published version): 10.1016/j.jimonfin.2016.10.007

Published in: Journal of International Money and Finance
ISSN: 0261-5606
Published: Elsevier BV 2017
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa58093
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first_indexed 2021-09-24T16:04:34Z
last_indexed 2021-10-23T03:25:18Z
id cronfa58093
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spelling 2021-10-22T16:03:10.7067648 v2 58093 2021-09-24 European equity market integration and joint relationship of conditional volatility and correlations 26403610d08295bd38e7947e39c457b9 0000-0001-6338-2198 Nader Virk Nader Virk true false 2021-09-24 BAF Journal Article Journal of International Money and Finance 71 53 77 Elsevier BV 0261-5606 Correlation; DCC-MIDAS; GARCH; Volatility 1 3 2017 2017-03-01 10.1016/j.jimonfin.2016.10.007 Author accepted mansucript available at https://pearl.plymouth.ac.uk/handle/10026.1/6751 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2021-10-22T16:03:10.7067648 2021-09-24T17:02:41.2137088 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Nader Virk 0000-0001-6338-2198 1 Farrukh Javed 2
title European equity market integration and joint relationship of conditional volatility and correlations
spellingShingle European equity market integration and joint relationship of conditional volatility and correlations
Nader Virk
title_short European equity market integration and joint relationship of conditional volatility and correlations
title_full European equity market integration and joint relationship of conditional volatility and correlations
title_fullStr European equity market integration and joint relationship of conditional volatility and correlations
title_full_unstemmed European equity market integration and joint relationship of conditional volatility and correlations
title_sort European equity market integration and joint relationship of conditional volatility and correlations
author_id_str_mv 26403610d08295bd38e7947e39c457b9
author_id_fullname_str_mv 26403610d08295bd38e7947e39c457b9_***_Nader Virk
author Nader Virk
author2 Nader Virk
Farrukh Javed
format Journal article
container_title Journal of International Money and Finance
container_volume 71
container_start_page 53
publishDate 2017
institution Swansea University
issn 0261-5606
doi_str_mv 10.1016/j.jimonfin.2016.10.007
publisher Elsevier BV
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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active_str 0
published_date 2017-03-01T04:14:20Z
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