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Zagreb International Review of Economics and Business
Volume 20 (2017): Issue 1 (May 2017)
Open Access
Equity Returns and Volatilities Before and After the 2007-08 Financial Crisis
Lidija Dedi
Lidija Dedi
and
Burhan Faith Yavas
Burhan Faith Yavas
| Jun 09, 2017
Zagreb International Review of Economics and Business
Volume 20 (2017): Issue 1 (May 2017)
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Published Online:
Jun 09, 2017
Page range:
65 - 79
DOI:
https://doi.org/10.1515/zireb-2017-0008
Keywords
co-movement of returns
,
volatility persistence
,
volatility spillovers
,
GARCH
,
Exchange traded funds
© 2017
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.
Lidija Dedi
University of Zagreb, Faculty of Economics and Business,
Zagreb, Croatia
Burhan Faith Yavas
California State University Dominguez Hills, CA,
St. Carson, USA