Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms
Year of publication: |
2006-12
|
---|---|
Authors: | Iwatsubo, Kentaro ; Inagaki, Kazuyuki |
Institutions: | Center for Economic Institutions, Institute of Economic Research |
Subject: | Asian financial crisis | ADRs | EGARCH | Contagion |
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