Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH-DCC approach

International Review of Financial Analysis

Volumn 30, Issue , 2013, Pages 46-56

  Dimitriou, Dimitrios ^a   Kenourgios, Dimitris ^b   Simos, Theodore ^a  

^a UNIVERSITY OF IOANNINA   (Greece)

^b UNIVERSITY OF ATHENS   (Greece)

Author keywords

BRICSs' emerging markets; Contagion; FIAPARCH DCC model; Global financial crisis

Indexed keywords

EID: 84879813401     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2013.05.008     Document Type: Article

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