Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets

International Review of Economics and Finance

Volumn 20, Issue 4, 2011, Pages 717-732

  Syllignakis, Manolis N ^a   Kouretas, Georgios P ^a  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Dynamic conditional correlations; Emerging European stock markets; Financial contagion; Financial crises

Indexed keywords

EID: 79957570207     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2011.01.006     Document Type: Article

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