Global and Regional Spillovers in Emerging Stock Markets: A Multivariate Garch-in-Mean Analysis
نویسندگان
چکیده
منابع مشابه
Long Memory in Stock Returns: A Study of Emerging Markets
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2009
ISSN: 1556-5068
DOI: 10.2139/ssrn.1499616