Work

Volatility dependence and contagion in emerging equity markets

Year: 2001

Type: article

Source: Journal of Development Economics

DOI: 10.1016/s0304-3878(01)00172-9

Authors: Sebastian Edwards, Raul Susmel

Institutions: National Bureau of Economic Research, University of California, Los Angeles, University of Houston

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1965617878

FWCI: 8.517

Cites: 28

Cited by: 251

Related to: 10