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Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis

✍ Scribed by John Beirne; Guglielmo Maria Caporale; Marianne Schulze-Ghattas; Nicola Spagnolo

Book ID: 116445697
Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 204 KB
Volume: 11
Category: Article
ISSN: 1566-0141
DOI: 10.1016/j.ememar.2010.05.002

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