Behavioral finance and financial contagion : the evidence of DCC-MGARCH model from 63 equity markets
Year of publication: |
2017
|
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Authors: | Talbi, Mariem ; Boubaker, Adel ; Sebai, Saber |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 4, p. 387-407
|
Subject: | Dynamic Conditional Correlation | Financial Crisis | Financial Contagion | Interdependence | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Spillover-Effekt | Spillover effect |
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