Mariem TALBİ,
Adel BOUBAKER,
Saber SEBAİ
Behavioral Finance and Financial Contagion: The Evidence of DCC-MGARCH Model From 63 Equity Markets
Behavioral Finance and Financial Contagion: The Evidence of DCC-MGARCH Model From 63 Equity Markets
International Journal of Economics and Financial Issues
2017-Cilt: 7 Sayı: 4
387-407
Dynamic conditional correlation,
Financial crisis,
Financial contagion,
Interdependence
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109