Transmission of the global financial crisis to Korea
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- Akhtaruzzaman, Md & Shamsuddin, Abul, 2016. "International contagion through financial versus non-financial firms," Economic Modelling, Elsevier, vol. 59(C), pages 143-163.
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More about this item
KeywordsGlobal financial crisis; Contagion; Interdependence; DCC-GARCH; STC-GARCH;
- F30 - International Economics - - International Finance - - - General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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