Measuring Financial Market Interdependence and Assessing Possible Contagion Risk in the EMEAP Region
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- repec:eee:wodepe:v:6:y:2017:i:c:p:32-34 is not listed on IDEAS
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More about this item
KeywordsContagion; Dynamic conditional correlation; Spillover index;
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-01-31 (All new papers)
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