Structural effects and spillovers: Evidence from South-East Asian countries

Mai Lan Nguyen () and Franck Martin
Additional contact information
Mai Lan Nguyen: CREM - Centre de recherche en économie et management - UNICAEN - Université de Caen Normandie - NU - Normandie Université - UR - Université de Rennes - CNRS - Centre National de la Recherche Scientifique

Post-Print from HAL

Keywords: Volatility spillovers; contagion; flight-to-quality; multiple switching dummy; trivariate VAR-BEKK-GARCH models; U.S. subprime crisis; Greece crisis (search for similar items in EconPapers)
Date: 2011-06-23
References: Add references at CitEc
Citations:

Published in 28èmes journées internationales d'économie monétaire et bancaire, Jun 2011, Reading, United Kingdom

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00657224

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().