Global financial crisis and emerging stock market contagion : a multivariate FIAPARCH–DCC approach
Dimitrios Dimitriou; Dimitris Kenourgios; Theodore Simos
| Year of publication: |
2013
|
|---|---|
| Authors: | Dimitriou, Dimitrios ; Kenourgios, Dimitris ; Simos, Theodore |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 30.2013, p. 46-56
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| Subject: | Global financial crisis | Contagion | FIAPARCH–DCC model | BRICSs' emerging markets | Schwellenländer | Emerging economies | Finanzkrise | Financial crisis | Welt | World | Ansteckungseffekt | Contagion effect | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010460000