Asset price volatility and financial contagion: analysis using the MS-VAR framework
Year of publication: |
2014
|
---|---|
Authors: | Le, Chau ; David, Dickinson |
Published in: |
Eurasian Economic Review. - Eurasia Business and Economics Society. - Vol. 4.2014, 2, p. 133-162
|
Publisher: |
Eurasia Business and Economics Society |
Subject: | Financial crisis | Financial contagion | Asset pricing | Volatility linkages |
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