Financial crises and stock market contagion in a multivariate time-varying asymmetric framework

Dimitris Kenourgios1, Aristeidis Samitas2, Nikos Paltalidis3
1Department of Economics, University of Athens, 5 Stadiou Street, 10562 Athens, Greece
2Department of Business Administration, Business School, University of the Aegean, Greece
3Cass Business School, City University, London, UK

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