Financial Contagion in EFA Markets in Crisis Periods: A Multivariate GARCH Dynamic Conditional Correlation Framework

Mobeen Ur Rehman ()
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Mobeen Ur Rehman: Assistant Professor, Shaheed Zulfikar Ali Bhutto Institute of Science and Technology, Islamabad, Pakistan

Lahore Journal of Economics, 2016, vol. 21, issue 2, 121-151

Keywords: Emerging and frontier Asian markets; financial contagion; financial crisis; dynamic conditional correlation (search for similar items in EconPapers)
JEL-codes: F3 F65 G11 G15 (search for similar items in EconPapers)
Date: 2016
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