Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market
Year of publication: |
2013-12-28
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Authors: | El GHINI, Ahmed ; SAIDI, Youssef |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Multivariate GARCH model | financial crisis | contagion hypothesis | break identification | conditional volatility | volatility comovement |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C22 - Time-Series Models ; C5 - Econometric Modeling ; G01 - Financial Crises ; G1 - General Financial Markets ; G15 - International Financial Markets |
Source: |
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Ghini, Ahmed El, (2015)
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Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis
El Ghini, Ahmed, (2014)
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Asymmetric GARCH and the Financial Crisis : A Preliminary Study
Vyrost, Tomas, (2009)
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Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis
El Ghini, Ahmed, (2014)
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El Ghini, Ahmed, (2015)
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Return and volatility spillovers in the Moroccan stock market during the financial crisis
El Ghini, Ahmed, (2017)
- More ...