Risk Transmission and Contagion in the Equity Markets: International Evidence from the Global Financial Crisis
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More about this item
Keywords
volatility spillover; shock transmission; contagion; emerging markets; ABEKKGARCH model;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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