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The Contagion Effect from U.S. Stock Market to the Vietnamese and the Philippine Stock Markets: The Evidence of DCC - GARCH Model
by
LE, Thao Phan Thi Dieu
,
TRAN, Hieu Luong Minh
Published in
The Journal of Asian finance, economics, and business
(28.02.2021)
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The Contagion Effect from U.S. Stock Market to the Vietnamese and the Philippine Stock Markets: The Evidence of DCC – GARCH Model
by
Thao Phan Thi Dieu LE
,
Hieu Luong Minh TRAN
Published in
The Journal of Asian finance, economics, and business
(01.02.2021)
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Journal Article
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economics
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contagion
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covid-19
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dcc – garch
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financial crisis
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stock market
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경제학
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