Crisis contagion from advanced economies into BRIC : not as simple as in the old days
Alternative title: | Crisis contagion from advanced ecnomies into Brazil, Russia, India and China |
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Year of publication: |
2016
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Authors: | Gurdgiev, Constantin ; Trueick, Barry |
Published in: |
Lessons from the Great Recession : at the crossroads of sustainability and recovery. - Bingley, UK : Emerald Publishing, ISBN 978-1-78560-743-1. - 2016, p. 1-20
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Subject: | GARCH-BEKK | volatility | volatility spillovers | emerging markets | advanced economies | Global Financial Crisis | Schwellenländer | Emerging economies | Volatilität | Volatility | Finanzkrise | Financial crisis | Industrieländer | Industrialized countries | Spillover-Effekt | Spillover effect | Ansteckungseffekt | Contagion effect | BRICS-Staaten | BRICS countries |
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