Volatility and shock interactions and risk management implications: Evidence from the U.S. and frontier markets-Reference-Cited by-同舟云学术

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Volatility and shock interactions and risk management implications: Evidence from the U.S. and frontier markets

Published:2018-12 Issue: Volume:37 Page:181-198
ISSN:1566-0141
Container-title:Emerging Markets Review
language:en
Short-container-title:Emerging Markets Review

Author:

Ngene Geoffrey,Post Jordin A.,Mungai Ann N.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Business and International Management

Reference66 articles.

1. Financial contagion from US to African frontier markets during the 2007–09 global financial crises;Ahmadu-Bello,2016

2. Financial Contagion;Allen;J. Polit. Econ.,2000

3. Risk Parity and Risk-Based Allocation, Portfolios under Construction;Alvarez,2011

4. Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH Equations;Amado;J. Bus. Econ. Stat.,2014

5. How important is the contagion effect for the Romanian capital market?;Armeanu;Econ. Altern.,2017

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