Browsing Business and Economics by Subject "Volatility Spillovers"

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Financial Integration and Portfolio Diversification: Evidence from CIVETS Stock Markets

Saleem, Kashif; Al-Hares, Osama; Ahmed, Sheraz (Scientific Research, 2016-12)

This paper investigates the extent of financial integration among a new group of six frontier markets called “CIVETS” by utilizing the multivariate GARCH framework of Engle and Kroner [1]. These countries are expected ...