Risk contagion among international stock markets

Journal of International Money and Finance

Volumn 30, Issue 1, 2011, Pages 22-38

  Asgharian, Hossein ^a   Nossman, Marcus ^a  

^a LUND UNIVERSITY   (Sweden)

Author keywords

Integration; Jump; Markov Chain Monte Carlo; Spillover; Stochastic volatility; Wavelet

Indexed keywords

EID: 78651440937     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2010.06.006     Document Type: Article

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