Browsing by Subject Contagion
Showing results 1 to 5 of 5
Issue Date | Title | Author(s) |
---|---|---|
2023 | Corrected GARCH-DCC-MIDAS models in economics and finance | Wu, Jiaying |
2009 | Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis | Beirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N |
2022 | The interconnectedness between financial futures markets, commodities, and the macroeconomy: Empirical evidence from a time-varying approach | Almajali, Awon |
2012 | Reform, uncertainty and spillovers a gravity model approach | Fidrmuc, J; Karaja, E; Tichit, A |
2010 | Stock market integration between three CEECs, Russia and the UK | Caporale, GM; Spagnolo, N |