Work

Comovements and Contagion in Emergent Markets: Stock Indexes Volatilities

Year: 2002

Type: book-chapter

Source: Lecture notes in statistics

DOI: 10.1007/978-1-4612-2078-7_14

Authors: Hedibert Freitas Lopes, Helio S. Migon

Institution: Universidade Federal do Rio de Janeiro

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2290728186

FWCI: 5.032

Cites: 19

Cited by: 31

Related to: 10