Work

Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility

Year: 2013

Type: article

Source: RePEc: Research Papers in Economics

Author: Aymen Ben Rejeb

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W75030316

FWCI: 1.652

Cites: 34

Cited by: 8

Related to: 10