Will the crisis “tear us apart”? Evidence from the EU
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DOI: 10.1016/j.irfa.2015.09.010
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More about this item
Keywords
Contagion; Global financial crisis; Synchronisation; Intensity; Duration; ADCC-GARCH; European Union;All these keywords.
JEL classification:
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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