Volatility Spillovers between South Asian Stock Markets: Evidence from Sri Lanka, India and Pakistan
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Keywords
Volatility spillovers; South Asian stock markets; Multivariate GARCH models; BEKK models;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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