Work

International linkage of the Russian market and the Russian financial crisis: A multivariate GARCH analysis

Year: 2008

Type: article

Source: Research in International Business and Finance

DOI: 10.1016/j.ribaf.2008.09.003

Author: Kashif Saleem

Institution: Lappeenranta-Lahti University of Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3122974765

FWCI: 6.165

Cites: 71

Cited by: 79

Related to: 10