Title
A Study of Linkages between Frontier Markets and the U.S. Equity Markets Using Multivariate GARCH and Transfer Entropy
Department/School
Finance
Date of this version
2015
Document Type
Article
Keywords
Frontier markets, Transfer entropy, Dynamic conditional correlation, Contagion, Housing market crisis, European debt crisis
Volume
32-33
Published in
Journal of Multinational Financial Management
COinS
Citation/Other Information
32-33, 95-115