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On emerging stock market contagion: The Baltic region · Study

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ArticleOn emerging stock market contagion: The Baltic region

Panayotis D. Alexakis2015

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Articlegreen2015

On emerging stock market contagion: The Baltic region

Panayotis D. Alexakis · Dimitris F. Kenourgios · Dimitrios Dimitriou

27 citations·0/0 files stored·Research in International Business and Finance

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

2002Dynamic Conditional Correlation 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 1991Long-Term Memory in Stock Market Prices 1989Long-term Memory in Stock Market Prices 1995Log-Periodogram Regression of Time Series with Long Range Dependence

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Year2015

Typearticle

Published2015-10-09

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations27

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.ribaf.2015.09.035

openalex_workW1870545288

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