The Contagion Effects on Real Economy: Emerging Markets during the Recent Crises
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More about this item
Keywordsfinancial contagion; emerging stock markets; market model; regime switching; crises;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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