December 2013
Intermediate to advanced
928 pages
28h 50m
English
Hakimzadi Wagana and Zulfiqar Alib, aUniversity of Paris, Panthéon Sorbonne, France, bDepartment of Business Administration, University of Sindh Jamshoro, Pakistan, E-mail: hakimzadi@gmail.com, zulfi_wpk@hotmail.com
By using the Asymmetric Dynamic Conditional Correlation (ADCC) model developed by Cappiello et al. (2006), we investigate how the dynamics of correlations between five emerging countries (Argentina, Chile, Hungary, Russia, and Poland), two emerging regions (Latin America (LAC) and Europe (EU)), and the United States, evolved from January 2004 to September 2011. The main contribution of this ...
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