Coudert, Virgine; Hervé, Karine; Mabille, Pierre - Centre d'études prospectives et d'informations … - 2013
and emerging countries. We propose to shed light on the issue of financial integration in emerging countries by resorting … - and the results from a trivariate BEKK-GARCH model assessing the dynamic of integration in emerging markets While regional … integration is by and large a central characteristic of most emerging stock markets, the pattern of financial shocks transmission …