Yazar "Kamenkovic, Sandra" için listeleme
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Frequency domain causality analysis of intra- and inter-regional return and volatility spillovers of South-East European (SEE) stock markets
Ozer, Mustafa; Kamenkovic, Sandra; Grubisic, Zoran (Routledge Journals, Taylor & Francis Ltd, 2020)In this study the return spillovers and volatility spillovers between South-East European (SEE) stock markets are investigated as well as vis-a-vis regional and global stock markets (e.g. Europe, Japan, China and the US). ...