Contagion effect of financial markets in crisis: An analysis based on the DCC-MGARCH model

Xiuping Ji, Sujuan Wang, Honggen Xiao, Naipeng Bu (Corresponding Author), Xiaonan Lin

Research output: Journal article publicationJournal articleAcademic researchpeer-review

10 Citations (Scopus)

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Economics, Econometrics and Finance