Global financial crisis and emerging stock market contagion : a multivariate FIAPARCH–DCC approach
Year of publication: |
2013
|
---|---|
Authors: | Dimitriou, Dimitrios ; Kenourgios, Dimitris ; Simos, Theodore |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 30.2013, p. 46-56
|
Subject: | Global financial crisis | Contagion | FIAPARCH–DCC model | BRICSs' emerging markets | Schwellenländer | Emerging economies | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Welt | World | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Asien | Asia | Globalisierung | Globalization | Lateinamerika | Latin America |
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