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Financial Contagion: Detecting Non‐Simultaneous Breaks in DCC ‐ GARCH Models

Year: 2025

Type: article

Source: International Journal of Finance & Economics

DOI: 10.1002/ijfe.70064

Author: Farah Mugrabi

Institution: UCLouvain

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4414769417

FWCI: 0.939

Cites: 35

Cited by: 1

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