Tables index

From

Volatility Spillovers and Contagion between Stock Markets

Emna Abdennadher, Slaheddine Helara

International Journal of Business and Risk Management. 2021, 4(1), 1-8
  • Table 1. Definition, proxies and frequency of the variables in the regression model
  • Table 2. Summary statistics for monthly returns
  • Table 3. Estimated GARCH (1, 1) coefficients
  • Table 4. Volatility spillovers between stock markets
  • Table 5. Determinants of volatility spillover changes between stock markets