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Keywords: Augmented dynamic conditional correlation
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Journal Articles
African Journal of Economic and Management Studies (2016) 7 (2): 205–224.
Published: 13 June 2016
... transmission. (Equation 1) Emmanuel Carsamer can be contacted at: carsamere@yahoo.com © Emerald Group Publishing Limited 2016 Augmented dynamic conditional correlation Financial integration Volatility transmission Interactions among exchange rates pairs have been investigated...
