The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model
Andrew Marshall; Tubagus Maulana; Leilei Tang
| Year of publication: |
2009
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|---|---|
| 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
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| Subject: | Länderrisiko | Country risk | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies |
| 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/10003936603