ESTIMATING VOLATILITY SPILLOVERS, DYNAMIC CAUSAL LINKAGES AND INTERNATIONAL CONTAGION PATTERNS BETWEEN DEVELOPED STOCK MARKETS : AN EMPIRICAL CASE STUDY FOR USA, CANADA, FRANCE AND UK
This research paper examines in a comparative manner the long-term behavior of certain developed economies, such as USA, Canada, France and UK. The applied financial econometrics approach includes relevant research methods such as descriptive statistics, Unit Root Test, Hodrick-Prescott (HP) filte...
Main Authors: | CRISTI SPULBAR, JATIN TRIVEDI, RAMONA BIRAU, TENEA COSMIN ANDREI, ABDULLAH EJAZ |
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Format: | Article |
Language: | English |
Published: |
Academica Brâncuşi
2019-06-01
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Series: | Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie |
Subjects: | |
Online Access: | http://www.utgjiu.ro/revista/ec/pdf/2019-03/05_Spulbar.pdf |
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