Ahmad, Wasim; Bhanumurthy, N.R.; Sehgal, Sanjay - In: Studies in Economics and Finance 31 (2014), pp. 325-352
Purpose – This paper aims to examine the contagion effects of Greece, Ireland, Portugal, Spain and Italy (GIPSI) and US stock markets on seven Eurozone and six non-Eurozone stock markets. Design/methodology/approach -In this paper, a dynamic conditional correlation (DCC) model popularly known...
