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~institution:"DIW Berlin (Deutsches Institut für Wirtschaftsforschung)"
~person:"Arouri, Mohamed El Hedi"
~person:"Schulze-Ghattas, Marianne"
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Volatility spillovers
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contagion
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emerging markets
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stock markets
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Arouri, Mohamed El Hedi
Schulze-Ghattas, Marianne
Erdogan, Burcu
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Beirne, John
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Caporale, Guglielmo Maria
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Spagnolo, Nicola
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Belke, Ansgar
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
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1
Volatility Spillovers and Contagion from Mature to Emerging
Stock
Markets
Beirne, John
;
Caporale, Guglielmo Maria
; …
-
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
-
2009
This paper examines volatility spillovers from mature to emerging
stock
markets
and tests for changes in the …
Persistent link: https://www.econbiz.de/10004963766
Saved in:
2
Global and Regional Spillovers in Emerging
Stock
Markets
: A Multivariate GARCH-in-Mean Analysis
Beirne, John
;
Caporale, Guglielmo Maria
; …
-
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
-
2009
This paper examines global (mature market) and regional (emerging market) spillovers in local emerging
stock
markets
…
Persistent link: https://www.econbiz.de/10008461819
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