Spreading crisis: Evidence of financial stress spillovers in the Asian financial markets
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DOI: 10.1016/j.iref.2016.02.002
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More about this item
Keywords
Stress spillovers; GIRs; Granger causality; Financial stress index;All these keywords.
JEL classification:
- F3 - International Economics - - International Finance
- G1 - Financial Economics - - General Financial Markets
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