Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient

TILFANI, OussamaFerreira, PauloEl Boukfaoui, My Youssef2021-11-132021-11-132019-11-21http://hdl.handle.net/10400.26/38011engDynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficientjournal article2021-11-13cv-prod-81017510.1007/s00181-019-01806-12-s2.0-85075444532