Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis
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More about this item
KeywordsSpillover effects; Mediterranean markets; MGARCH; BEKK model;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
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