Showing 1 - 10 of 38
This paper investigates financial contagion as an asymmetric propagation mechanism across both equity and foreign exchange markets. In order to provide a robust analysis of the contagion dynamics, we apply an asymmetric generalized dynamic conditional correlation (AG-DCC) model. This...
Persistent link: https://www.econbiz.de/10013057649
Persistent link: https://www.econbiz.de/10012600849
Persistent link: https://www.econbiz.de/10013184606
Persistent link: https://www.econbiz.de/10012388317
Persistent link: https://www.econbiz.de/10014533434
Persistent link: https://www.econbiz.de/10013389554
Persistent link: https://www.econbiz.de/10003324803
Persistent link: https://www.econbiz.de/10009261037
Persistent link: https://www.econbiz.de/10011391712
Persistent link: https://www.econbiz.de/10011303574