Spillover effects between US ETFs and emerging stock markets
Sign Up to like & getrecommendations! Published in 2018 at "Global Business and Economics Review"
DOI: 10.1504/gber.2018.10010997
Abstract: The current paper focuses on return and volatility spillovers between the US ETF market and emerging stock markets using a sample of 40 US-listed iShares, which track several emerging stock markets indices from the Americas,… read more here.
Keywords: model arma; stock markets; emerging stock; correlation ... See more keywords