Global financial crisis and emerging stock market contagion : a volatility impulse response function approach
Year of publication: |
January 2016
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Authors: | Jin, Xiaoye ; An, Ximeng |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 36.2016, p. 179-195
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Subject: | Volatility impulse response function | BRICSs' emerging markets | Financial crisis | Contagion | Finanzkrise | Schwellenländer | Emerging economies | Volatilität | Volatility | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect | Welt | World |
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