Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?

Economic Modelling

Volumn 33, Issue , 2013, Pages 209-225

  Ahmad, Wasim ^a   Sehgal, Sanjay ^a   Bhanumurthy, N R ^b  

^a UNIVERSITY OF DELHI   (India)

^b NATIONAL INSTITUTE OF PUBLIC FINANCE AND POLICY   (India)

Author keywords

Dynamic conditional correlations (DCC GARCH); Emerging stock markets; Eurozone crisis; Financial contagion; Financial crisis

Indexed keywords

EID: 84877318233     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2013.04.009     Document Type: Article

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