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source:"econis"
~isPartOf:"Journal of multinational financial management"
~subject:"Financial crisis"
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A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy
Daugherty, Mary Schmid
;
Jithendranathan, Thadavillil
- In:
Journal of multinational financial management
32/33
(
2015
),
pp. 95-115
Persistent link: https://www.econbiz.de/10011540118
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2
Testing for contagion - mean and volatility contagion
Baur, Dirk
- In:
Journal of multinational financial management
13
(
2003
)
4/5
,
pp. 405-422
Persistent link: https://www.econbiz.de/10001782071
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