Interconnectedness and Spillover Effects amongst Stock Markets of the US, China, Germany, Japan and India using DCC-GARCH Model and Diebold Yilmaz Method

doi:10.4038/cbj.v15i2.197

Interconnectedness and Spillover Effects amongst Stock Markets of the US, China, Germany, Japan and India using DCC-GARCH Model and Diebold Yilmaz Method

Colombo Business Journal · 2024

https://doi.org/10.4038/cbj.v15i2.197

Read at the publisher Citation tracking 🔒

This index records bibliographic metadata and links to the publisher's own page. It does not host or link directly to full text. Citations recorded: 3.