Dimitriou, Dimitrios; Simos, Theodore - In: Journal of Financial Economic Policy 5 (2013) 1, pp. 61-71
crisis by employing a multivariate GARCH model for four major, international equity markets, namely the USA, EMU, China and … investigated empirically by employing a multivariate GARCH model for four major, international equity markets, namely the USA, EMU … why China's equity market performed badly in 2008 after the subprime crisis in the USA emerged. …