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~person:"Schulze-Ghattas, Marianne"
~subject:"equation"
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Volatility Spillovers and Contagion From Mature to Emerging
Stock
Markets
Caporale, Guglielmo Maria
;
Schulze-Ghattas, Marianne
; …
-
International Monetary Fund (IMF)
-
2008
This paper examines volatility spillovers from mature to emerging
stock
markets
and tests for changes in the …
Persistent link: https://www.econbiz.de/10005825961
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