A mechanism of international transmission of financial crises
Year of publication: |
2002
|
---|---|
Authors: | Kaizoji, Taisei |
Published in: |
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]. - New York : Springer, ISBN 4-431-70316-0. - 2002, p. [90]-101
|
Subject: | statistical mechanics | Börsenkurs | Share price | Preiskonvergenz | Price convergence | Theorie | Theory | Finanzkrise | Financial crisis | Varianzanalyse | Analysis of variance |
-
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy, (2002)
-
On the measurement of the international propagation of shocks: is the transmission stable?
Rigobón, Roberto, (2003)
-
On the measurement of the international propagation of shocks
Rigobón, Roberto, (1999)
- More ...
-
Lux, Thomas, (2006)
-
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models
Lux, Thomas, (2004)
-
Stock volatility in the periods of booms and stagnations
Kaizoji, Taisei, (2010)
- More ...