Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies
By: Wilson Donzwa, Rangan Gupta and Mark E. Wohar
Authors
Wilson Donzwa
Department of Economics, University of Pretoria, Pretoria, South Africa
Rangan Gupta
Department of Economics, University of Pretoria, IPAG Business School, Pretoria
Mark E. Wohar
College of Business Administration, University of Nebraska at Omaha, School of Business and Economics, Loughborough University, Omaha
DOI: https://doi.org/10.2478/jcbtp-2019-0023 | Journal eISSN: 2336-9205
Language: English
Page range: 39 - 50
Submitted on: Feb 22, 2018
Accepted on: Jun 22, 2018
Published on: Sep 19, 2019
Published by: Central Bank of Montenegro
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
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© 2019 Wilson Donzwa, Rangan Gupta, Mark E. Wohar, published by Central Bank of Montenegro
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.