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Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis

Emerging MarketEconomicsFinancial EconomicsInternational FinanceAsset PricingMultivariate Garch-in-mean AnalysisInternational Capital MarketFinancial Time Series AnalysisRegional SpilloversBusinessStock MarketsInternational BusinessEmerging MarketsFinanceHigh-frequency Financial Econometrics