Stock market co-movements between the US and emerging markets surrounding the global financial crisis

Additional Metadata
Keywords	Dynamic conditional correlation GARCH model, Pearson’s correlation coefficient, Financial crisis, Stock market, Co movement
Thesis Advisor	Jiang, H., Shahzad, K.
Persistent URL	hdl.handle.net/2105/21832
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Litoiu, M. (2011, September 7). Stock market co-movements between the US and emerging markets surrounding the global financial crisis. Finance & Investments. Retrieved from http://hdl.handle.net/2105/21832

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