Sensitivity, Persistence and Asymmetric Effects in International Stock Market Volatility during the Global Financial Crisis || Efectos de sensibilidad, persistencia y asimetría en la volatilidad de los mercados bursátiles internacionales?en el entorno de la crisis financiera global
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More about this item
Keywords
global financial crisis; international stock markets; GARCH models; conditional volatility; crisis financiera global; mercados bursátiles; modelos GARCH; volatilidad condicional;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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