Work

Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach

Year: 2013

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2013.05.008

Authors: Dimitrios Dimitriou, Dimitris Kenourgios, Theodore Simos

Institutions: University of Ioannina, National and Kapodistrian University of Athens

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1986033851

FWCI: 37.57

Cites: 33

Cited by: 368

Related to: 10