Volatility nexus between Stock Market and macroeconomic variables in Bangladesh : an extended GARCH approach
Md. Abu Hasan, Anita Zaman
Year of publication: |
2017
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Authors: | Hasan, Md. Abu ; Zaman, Anita |
Published in: |
Scientific Annals of Economics and Business. - Iaşi : Editura Universitǎtii Alexandru Ioan Cuza, ISSN 2501-1960, ZDB-ID 2892946-9. - Vol. 64.2017, 2, p. 233-243
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Subject: | Stock Market | Macroeconomic Variables | Volatility | GARCH | Volatilität | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Bangladesch | Bangladesh | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Schätzung | Estimation | Börsenkurs | Share price | Kointegration | Cointegration | Wirkungsanalyse | Impact assessment | Zins | Interest rate |
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