Effects of country debt risk and determinant indicators on volatility contagion in six selected Asian countries
Volatility contagion has become a trend of financial crisis research ever since the outbreak of 2007 Sub-prime crisis in the US. Existing contagion studies are either too sector based, or focus on specific financial product so there is a lack of comprehensive study to incorporate multiple indicat...
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| 格式: | Thesis |
| 語言: | 英语 |
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2016
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| 在線閱讀: | http://psasir.upm.edu.my/id/eprint/69494/1/GSM%202016%2023%20IR.pdf |