Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries
Year of publication: |
2012-10
|
---|---|
Authors: | Kim, Bong-Han ; Kim, Hyeongwoo ; Lee, Bong-Soo |
Institutions: | Department of Economics, Auburn University |
Subject: | Financial Crisis | Spillover Effects | Contagion | Emerging Asian Countries | Dynamic Conditional Correlation | DCCX-MGARCH |
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