The global financial crisis: World market or regional contagion effects?

International Review of Economics and Finance

Volumn 29, Issue , 2014, Pages 108-131

  Morales, Lucía ^a   Andreosso O'Callaghan, Bernadette ^b  

^a DUBLIN INSTITUTE OF TECHNOLOGY   (Ireland)

^b UNIVERSITY OF LIMERICK   (Ireland)

Author keywords

Contagion; F; G; GARCH modelling; Interdependence; Stock returns; Volatility spillovers

Indexed keywords

EID: 84888303248     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2013.05.010     Document Type: Article

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