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Return and Volatility Connectedness between Stock Markets and Macroeconomic Factors in the G-7 Countries 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2019, 卷号: 28, 期号: 1, 页码: 1-36
Authors:  Abbas, Ghulam;  Hammoudeh, Shawkat;  Shahzad, Syed Jawad Hussain;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download:13/0  |  Submit date:2019/03/11
G-7 return  volatility  connectedness  macroeconomic factors  generalized VAR