University of Ioannina - Department of Economics
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Exchange rates, Uncovered interest-rate parity, Contagion, Financial crises, Dynamic conditional correlation
Market microstructure, VPIN, Volatility forecasting
Contagion, FX markets, GARCH-DCC
PPP, structural breaks, subprime crisis, cointegration
Global financial crisis, Contagion, FIAPARCH-DCC model, BRICSs’ emerging markets
United States of America, Japan, China, European Monetary Union, National economy, Stock markets, Contagion channels, USA subprime crisis, M-GARCH models
international markets, market integration, financial crises, MGARCHM specification
Spillover effects, Mediterranean markets, MGARCH, BEKK model
Risk-Return Tradeoff, International Stock Markets, Semi-Parametric Specification of Conditional
Market integration, EMU, MGARCH-M specification
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