Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

B-Tier

Journal: Review of International Economics

Year: 2013

Volume: 21

Issue: 5

Pages: 1060-1075

Authors (4)

John Beirne (Asian Development Bank) Guglielmo Maria Caporale (Brunel University London) Marianne Schulze-Ghattas (not in RePEc) Nicola Spagnolo

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count