Short-term impacts of the 2004 Indian Ocean Tsunami on stock markets: A DCC-GARCH analysis - Archive ouverte HAL
Journal Articles Bankers, Markets and Investors Year : 2016

Short-term impacts of the 2004 Indian Ocean Tsunami on stock markets: A DCC-GARCH analysis

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Submitted on : Thursday, February 2, 2023-5:54:40 PM

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hal-03970609 , version 1 (02-02-2023)

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Erwan Le Saout, Sebastien Ganneval. Short-term impacts of the 2004 Indian Ocean Tsunami on stock markets: A DCC-GARCH analysis. Bankers, Markets and Investors, 2016, 145, pp.4-12. ⟨hal-03970609⟩

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