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.
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