Volatility Dependence and Contagion in Emerging Equity Markets
Year of publication: |
2001-10
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Authors: | Edwards, Sebastian ; Susmel, Raul |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | IFM published as Edwards, Sebastian and Raul Susmel. "Volatility Dependence And Contagion In Emerging Equity Markets," Journal of Development Economics, 2001, v66(2,Dec), 505-532. Number 8506 |
Classification: | F3 - International Finance ; G12 - Asset Pricing |
Source: |
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