Determinants of stock market comovements among US and emerging economies during the US financial crisis
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DOI: 10.1016/j.econmod.2013.07.021
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More about this item
Keywords
Dynamic conditional correlations; Contagion; Herding; US financial crisis; VIX index; CDS spread;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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