3, r St John Perse
Pau, 64000
France
ESC PAU
SSRN RANKINGS
in Total Papers Downloads
Banks, Directed Credit Program, Priority Sectors, Bank Ownership, Small Business Credit
G21, G34, O16
Price discovery, Granger Causality, VECM, EGARCH, Volatility, Spillover
CAPM, Fama French Model, Emerging Markets, Market Anomalies, International Diversification
Commodity futures market; Price discovery; Volatility spillovers, Spillover index, Information transmission
Currency futures market, Price discovery, BEKK-GARCH, DCC-GARCH, Directional spillovers, volatility spillovers