Pätäri, Eero; Ahmed, Sheraz; John, Elena; Karell, Ville - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-23
correlation analysis and the VAR(1)-BEKK-GARCH(1,1) model, the global financial crisis and the Euro-zone crisis 2009-2012 have …. The results show that after the global financial crisis, particularly frontier markets have become more integrated with … the developed markets, whereas in case of emerging markets, the same tendency has taken place already before the financial …