Financial Contagion During Global Financial Crisis And Covid–19 Pandemic: The Evidence From Dcc–Garch Model
Author:
Nguyen, Thi Ngan; Phan, Thi Kieu Hoa; Nguyen, Thanh Liem
Date:
2022
Publisher:
Cogent Economics & Finance
Subject:
Contagion; Global Financial Crisis; Stock Market
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Filename: FINANCIAL CONTAGION DURING GLOBAL FINANCIAL CRISIS AND COVID 19 PANDEMIC THE EVIDENCE FROM DCC GARCH MODEL.pdf