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Published in 2020 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2019.101106
Abstract: Abstract We explore the co-movements between emerging markets by employing dynamic conditional correlation approach. We additionally explore the factors that might drive the conditional correlations between emerging markets. We show that trade with the high…
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Keywords:
economic engagement;
emerging markets;
within emerging;
engagement within ... See more keywords