The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hooy Chee-Wooi & Robert D. Brooks, 2015. "The Components of Systematic Risk and Their Determinants in The Malaysian Equity Market," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 11(2), pages 151-176.
- Ozkan, Ibrahim & Erden, Lutfi, 2015. "Time-varying nature and macroeconomic determinants of exchange rate pass-through," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 56-66.
More about this item
KeywordsCountry risk Emerging markets Time-varying beta;
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