Zouheir Mighri, Faysal Mansouri

Dynamic Conditional Correlation Analysis of Stock Market Contagion: Evidence from the 2007-2010 Financial Crises

Dynamic Conditional Correlation Analysis of Stock Market Contagion: Evidence from the 2007-2010 Financial Crises

International Journal of Economics and Financial Issues

2013-Cilt: 3 Sayı: 3

637-661

Dynamic correlation, DCC-GARCH, contagion, financial crisis, stock markets.

4450

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