Illiquidity Contagion and the Pricing of commonality Risk in the U.S. Stock Market: Evidence from the Dynamic Conditional Correlation (DCC) Model

Authors

Nardos Moges Beyene, Western Michigan University

Faculty Advisor

Dr. C. James Hueng

Department

Economics

Presentation Date

4-12-2018

Document Type

Poster

WMU ScholarWorks Citation

Beyene, Nardos Moges, "Illiquidity Contagion and the Pricing of commonality Risk in the U.S. Stock Market: Evidence from the Dynamic Conditional Correlation (DCC) Model" (2018). Research and Creative Activities Poster Day. 285.
https://scholarworks.wmich.edu/grad_research_posters/285