The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model

International Review of Financial Analysis

Volumn 18, Issue 5, 2009, Pages 250-259

  Marshall, Andrew ^a   Maulana, Tubagus ^a   Tang, Leilei ^a  

^a UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Country risk; Emerging markets; Time varying beta

Indexed keywords

EID: 70449632593     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2009.07.004     Document Type: Article

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