Work

The more contagion effect on emerging markets: The evidence of DCC-GARCH model

Year: 2012

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2012.06.011

Author: Sibel Celık

Institution: Kütahya Dumlupınar Üniversitesi

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2070784918

FWCI: 17.55

Cites: 44

Cited by: 278

Related to: 10