International linkage of the Russian market and the Russian financial crisis: A multivariate GARCH analysis

Research in International Business and Finance

Volumn 23, Issue 3, 2009, Pages 243-256

  Saleem, Kashif ^a  

^a LAPPEENRANTA UNIVERSITY OF TECHNOLOGY   (Finland)

Author keywords

Contagion; Multivariate GARCH; Partial integration; Russian financial crisis; Volatility spillovers

Indexed keywords

EID: 67649990606     PISSN: 02755319     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ribaf.2008.09.003     Document Type: Article

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