Ramírez-Silva, R. A., Cruz-Aké, S., & Venegas-Martínez, F. (2018). Volatility Contagion of Stock Returns of Microfinance Institutions in Emerging Markets: A DCC-M-GARCH Model. Revista Mexicana De Economía Y Finanzas Nueva Época REMEF, 13(3), 325–343. https://doi.org/10.21919/remef.v13i3.326