Schulze-Ghattas, Marianne

Item Type Year Departments File available

Financial Markets Group

Beirne, John, Caporale, Guglielmo M., Schulze-Ghattas, Marianne, Spagnolo, Nicola (2010). Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis. Emerging Markets Review, 11(3), 250-260. https://doi.org/10.1016/j.ememar.2010.05.002