Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets

International Review of Financial Analysis

Volumn 33, Issue , 2014, Pages 58-69

  Bekiros, Stelios D ^a,b,c,d  

^a EUROPEAN UNIVERSITY INSTITUTE   (Italy)

^b ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

^c Rimini Centre for Economic Analysis   (Italy)

^d Department of Accounting and Finance ^*  (Greece)

Author keywords

Filtering; GJR GARCH; Multivariate GARCH models; Nonlinear causality; Spillovers; Stock markets

Indexed keywords

EID: 84902079997     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2013.07.007     Document Type: Article

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