Article

Title:
Dynamic Cross-Correlation and Dynamic Contagion of Stock Markets: A Sliding Windows Approach with the DCCA Correlation Coefficient
Journal:
Empirical Economics
Year:
2021
Volume:
60
Number:
3
Pages:
1127-1156
JEL codes:
G15 - International Financial Markets
O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
P3 - Socialist Institutions and Their Transitions
DOI:
10.1007/s00181-019-01806-1
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