Financial stress spillover across Asian Countries
Author:
Affiliation:
1. University of Navarra Pamplona Spain
2. University Francisco de Vitoria Madrid Spain
3. The University of Adelaide Business School Adelaide SA Australia
4. Central Securities Depository (GH) Limited Accra Ghana
Funder
Ministerio de Ciencia, Innovación y Universidades
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/rfe.1113
Reference46 articles.
1. Long memory processes and fractional integration in econometrics
2. Cointegration, Fractional Cointegration, and Exchange Rate Dynamics
3. The Transmission of Financial Stress from Advanced to Emerging Economies
4. An exponential model for the spectrum of a scalar time series
5. When in peril, retrench: Testing the portfolio channel of contagion
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