Expected return and volatility spillover among the stock markets of the Philippines, ASEAN, China, Japan, EU and US: Multivariate GARCH-BEKK approach and its use in dynamic portfolio optimization
The study aims to examine the interactions of stock return movements and integration among the stock markets of the Philippines, ASEAN, China, Japan, European Union and the United States by determining and measuring the direction and magnitude of transmission of expected return and volatility of dai...
محفوظ في:
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Animo Repository
2014
|
| الوصول للمادة أونلاين: | https://animorepository.dlsu.edu.ph/etd_masteral/4745 |
| الوسوم: |
إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|
| المؤسسة: | De La Salle University |
| اللغة: | English |