Volatility spillovers and contagion during the Asian crisis: Evidence from six southeast Asian stock markets

Emerging Markets Finance and Trade

Volumn 42, Issue 2, 2006, Pages 4-17

  Chancharoenchai, Kanokwan ^a   Dibooglu, Sel ^b  

^a KASETSART UNIVERSITY   (Thailand)

^b UNIVERSITY OF MISSOURI ST LOUIS   (United States)

Author keywords

Asian financial crisis; Contagion; Stock markets; Time series models

Indexed keywords

EID: 33745676774     PISSN: 1540496X     EISSN: None     Source Type: Journal    
DOI: 10.2753/REE1540-496X420201     Document Type: Review

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