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Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets
Bekiros, Stelios D.
- In:
International Review of Financial Analysis
33
(
2014
)
C
,
pp. 58-69
vector autoregressions and various
multivariate
GARCH
representations are adopted. The sample covers the after-Euro period …
Persistent link: https://www.econbiz.de/10011056765
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