Ahmad, Wasim; Bhanumurthy, N.R.; Sehgal, Sanjay - In: Studies in Economics and Finance 31 (2014), pp. 325-352
Purpose – This paper aims to examine the contagion effects of Greece, Ireland, Portugal, Spain and Italy (GIPSI) and US …, the empirical results suggest that among GIPSI stock markets, Spain, Italy, Portugal and Ireland appear to be most … given by Engle (2002) is applied to estimate the DCCs across sample markets. Findings – Analyzing the Eurozone crisis period …