Asymmetric Return and Volatility Transmission in Euro Zone and Baltic Countries Stock Markets
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Keywords
BEKK model; Baltic stock markets; asymmetric spillovers;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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