Market integration and contagion: Evidence from Asian emerging stock and foreign exchange markets

Emerging Markets Review

Volumn 8, Issue 4, 2007, Pages 264-283

  Tai, Chu Sheng ^a  

^a TEXAS SOUTHERN UNIVERSITY   (United States)

Author keywords

Contagion; Currency risk; Market integration; Multivariate GARCH in Mean

Indexed keywords

EID: 36048930434     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2006.09.011     Document Type: Article

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