Volatility dependence and contagion in emerging equity markets

Sebastian Edwards and Raul Susmel

Journal of Development Economics, 2001, vol. 66, issue 2, 505-532

Date: 2001
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Working Paper: Volatility Dependence and Contagion in Emerging Equity Markets (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:deveco:v:66:y:2001:i:2:p:505-532

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