Global financial crisis and emerging stock market contagion: A volatility impulse response function approach

By Xiaoye Jin, X. An. 2016

130 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/ea87b028b33cf29e1d4893e1f5c8d0ab73d99423