Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed- t density approach
نویسندگان
چکیده
منابع مشابه
Capital Flows, Output Volatility, and Financial Crises in Emerging Markets
The surge in capital flows towards emerging market countries is one of the major developments in the world economy in the 1990s. In particular, short-term flows, in the form of portfolio investments or bank loans, have grown at an extremely rapid pace. At the same time, emerging markets have experienced an increasing number of financial crises, with dire consequences. It is increasingly argued ...
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ژورنال
عنوان ژورنال: Borsa Istanbul Review
سال: 2017
ISSN: 2214-8450
DOI: 10.1016/j.bir.2017.02.002