An Analysis of Romanian Capital, Forex and Monetary Markets: Volatilities and Contagion
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DOI: 10.18775/ijmsba.1849-5664-5419.2014.66.1004
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References listed on IDEAS
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More about this item
Keywords
capital market; contagion; foreign exchange market; GARCH; spillover index;All these keywords.
JEL classification:
- M00 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - General - - - General
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