Contagion effects of the U.S. sub-prime crisis on stock returns in emerging market economies: A dynamic conditional correlation approach

Additional Metadata
Keywords	Contagion effect, Emerging markets, Subprime crisis, Dynamic conditional correlation
Thesis Advisor	Tims, B., Khalina, O.
Persistent URL	hdl.handle.net/2105/22276
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA 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	Pekelis, A.M. (2010). Contagion effects of the U.S. sub-prime crisis on stock returns in emerging market economies: A dynamic conditional correlation approach. In Finance & Investments.http://hdl.handle.net/2105/22276

Contagion effects of the U.S. sub-prime crisis on stock returns in emerging market economies