Financial Stress Transmission from Sovereign Credit Market to Financial Market: A Multivariate FIGARCH-DCC Approach
Abed, Riadh El, Boukadida, Sahar, Jaidane, WardaLanguage:
english
Journal:
Global Business Review
DOI:
10.1177/0972150919846994
Date:
August, 2019
File:
PDF, 2.02 MB
english, 2019