Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach

International Review of Financial Analysis - Tập 30 - Trang 46-56 - 2013
Dimitrios Dimitriou1, Dimitris Kenourgios2, Theodore Simos1
1Department of Economics, University of Ioannina, University Campus, 45110 Ioannina, Greece
2Faculty of Economics, University of Athens, 5 Stadiou Street, 10562 Athens, Greece

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