مرکز منطقه ای اطلاع رساني علوم و فناوري - Market integration and contagion: Evidence from Asian emerging stock and foreign exchange markets

Title of article :

Market integration and contagion: Evidence from Asian emerging stock and foreign exchange markets

Author/Authors :

Chu-Sheng Tai، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2007

Pages :

From page :

264

To page :

283

Keywords :

Market integration , Contagion , Multivariate GARCH-in-Mean , Currency risk

Journal title :

Emerging Markets Review

Serial Year :

2007

Journal title :

Emerging Markets Review

Record number :

124292

Link To Document :