Exploring Volatility Spillovers and Dynamic  Conditional Correlations among MSCI, NIKKEI  400, S&P 500 and CSI 300 using Multivariate  DCC-GARCH models

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Keywords	spillover effects; financial contagion; DCCs; GARCH models; autocorrelation; conditional variance; ARCH effects; GARCH effects;
Thesis Advisor	Ma, X
Persistent URL	hdl.handle.net/2105/67121
Series	Business Economics
Organisation	Erasmus School of Economics
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	Markoulaki, T. (2023). Exploring Volatility Spillovers and Dynamic Conditional Correlations among MSCI, NIKKEI 400, S&P 500 and CSI 300 using Multivariate DCC-GARCH models. In Business Economics.http://hdl.handle.net/2105/67121

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