Browsing BI Open by Author "Massard, Frederic"
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The Transmission of U.S. Equity Shocks to Emerging Stock Markets and the Role of U.S. Monetary Policy
Stengel, Lisa; Massard, Frederic (Master thesis, 2018)This master thesis examines the equity return connectedness between the U.S. and 12 emerging market countries between 1994 to 2017, applying a network approach based on variance decompositions from a vector autoregressive ...