Work

Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis

Year: 2018

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2018.08.005

Authors: Chiaz Labidi, Md Lutfur Rahman, Axel Hedström, Gazi Salah Uddin, Stelios Bekiros

Institutions: United Arab Emirates University, University of Newcastle Australia, Linköping University, European University Institute

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Athens University of Economics and Business, European University Institute, Linköpings Universitet, National and Kapodistrian University of Athens, United Arab Emirates University

Award: G8912802647

OpenAlex ID: W2885634205

FWCI: 4.3

Cites: 71

Cited by: 38

Related to: 10