Beirne, John, Caporale, Guglielmo Maria, Schulze-Ghattas, Marianne and Spagnolo, Nicola (2009) Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis. Centre for International Capital Markets discussion papers, 2009 (17). pp. 1-15. ISSN 1749-3412
Beirne, John, Caporale, Guglielmo Maria, Schulze-Ghattas, Marianne and Spagnolo, Nicola (2009) Volatility spillovers and contagion from mature to emerging stock markets. Centre for International Capital Markets discussion papers, 2009 (05). pp. 1-24. ISSN 1749-3412