Volatility contagion in selected six Asian countries: evidence from country debt risk and determinant indicators
Volatility contagion has become a trend of financial crisis research ever since the outbreak of 2007 Sub-prime crisis in the US. Existing contagion studies are either too sector-based, or focus on specific financial product so there is a lack of comprehensive study to incorporate multiple indicators...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | en |
| Published: |
2017
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| Online Access: | http://psasir.upm.edu.my/id/eprint/63694/1/Volatility%20contagion%20in%20selected%20six%20Asian%20countries.pdf http://psasir.upm.edu.my/id/eprint/63694/ |
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