The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model
Year of publication: |
2009
|
---|---|
Authors: | Marshall, Andrew P. ; Maulana, Tb Nur Ahmad ; Tang, Leilei |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 18.2009, 5, p. 250-259
|
Subject: | Länderrisiko | Country risk | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies |
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