Volatility Contagion of Stock Returns of Microfinance Institutions in Emerging Markets: A DCC-M-GARCH Model

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Bibliographic Details
Main Author:	Roberto Alejandro Ramírez-Silva
Format:	Artículo científico
Language:	en
Published:	Instituto Mexicano de Ejecutivos de Finanzas A.C. 2018
Subjects:	Economía y Finanzas GARCH and M GARCH models volatility of returns Microfinance institutions Dynamic Conditional Correlation (DCC)
Online Access:	Acceder al recurso 1 Acceder al recurso 2 Acceder al recurso 3 Acceder al recurso 4 Acceder al recurso 5
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