RAMÍREZ-SILVA, R. A.; CRUZ-AKÉ, S.; VENEGAS-MARTÍNEZ, F. 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, [S. l.], v. 13, n. 3, p. 325–343, 2018. DOI: 10.21919/remef.v13i3.326. Disponível em: https://sgr-remef.remef.org.mx/index.php/remef/article/view/326. Acesso em: 31 ene. 2025.