Journal article

Unravelling financial market linkages during crises

Mardi Dungey, Vance L Martin

JOURNAL OF APPLIED ECONOMETRICS | JOHN WILEY & SONS LTD | Published : 2007

DOI: 10.1002/jae.936

University of Melbourne Researchers

Citation metrics

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Keywords

Risk
Multivariate Garch Model
Mathematical Methods in Social Sciences
Applied Economics
Equity
Stock Markets
Currency Crises
Economics
Social Sciences
Business & Economics
Foreign-Exchange Markets
Contagion
Volatility
Returns
Transmission
Social Sciences, Mathematical Methods