Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application
Year of publication: |
2014-06-29
|
---|---|
Authors: | Chunxiu, Ma ; Masih, Mansur |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | contagion | ASEAN stock markets | MGARCH-DCC |
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