Volatility Contagion in Selected Six Asian Countries: Evidence from Country Debt Risk and Determinant Indicators
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DOI: 10.20469/ijbas.3.10001-2
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- Hira Irshad & Hasniza Mohd Taib, 2017. "A Comparative Analysis of Effects of Terrorism on World Equity Markets," International Journal of Business and Administrative Studies, Professor Dr. Bahaudin G. Mujtaba, vol. 3(6), pages 202-208.
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Keywords
Financial Crisis; VAR-GARCH; Empirical Evidence; BEKK-GARCH;All these keywords.
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