Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
John Beirne; Guglielmo Maria Caporale; Marianne Schulze-Ghattas; Nicola Spagnolo
| Year of publication: |
2010
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|---|---|
| Authors: | Beirne, John ; Caporale, Guglielmo Maria ; Schulze-Ghattas, Marianne ; Spagnolo, Nicola |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202X. - Vol. 11.2010, 3, p. 250-260
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009869160