Integration of world leaders and emerging powers into the Malaysian stock market: A DCC-MGARCH approach

Economic Modelling

Volumn 32, Issue 1, 2013, Pages 333-342

  Lean, Hooi Hooi ^a   Teng, Kee Tuan ^b  

^a SCHOOL OF PHYSICS   (Malaysia)

^b TUNKU ABDUL RAHMAN UNIVERSITY COLLEGE   (Malaysia)

Author keywords

China; DCC MGARCH; Financial integration; Volatility spillover

Indexed keywords

EID: 84875272048     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2013.02.013     Document Type: Article

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