... global financial crises, in 2008 and 2011. The study modified the models of Bekaert et al. (2014), and ...
... market of the Vietnamese stock exchange. Bekaert et al. (2014) and Dungey and Gajurel (2015) addressed ...
... . (2014) and Dungey and Gajurel (2015) spanned the period 20072009 and did not include an analysis of the ...
... Bekaert et al. (2014) and as idiosyncratic contagion by Dungey and Gajurel (2015). The additional feature ...
... methodology that can complement the traditional return-based methodology of Bekaert et al. (2014), Dungey and ...
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