An analysis of contagion among Asian countries using the canonical model of contagion
Year of publication: |
2013
|
---|---|
Authors: | Ribeiro, André L. P. ; Hotta, Luiz K. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 29.2013, p. 62-69
|
Subject: | Instrumental variables | Contagion and interdependence | Heteroskedasticity in the canonical contagion model | Ansteckungseffekt | Contagion effect | Asien | Asia | Finanzkrise | Financial crisis | Theorie | Theory | Spillover-Effekt | Spillover effect | Währungskrise | Currency crisis |
-
Lien, Da-hsiang Donald, (2018)
-
Perry, Guillermo, (1998)
-
Are cryptocurrencies contagious to Asian financial markets?
Handika, Rangga, (2019)
- More ...
-
Filtragem e Previsão com Modelos de Voltalidade: Voltalidade Estocastica versus GARCH
Herencia, Maurício Zevallos, (1998)
-
An analysis of contagion among Asian countries using the canonical model of contagion
Ribeiro, André L.P., (2013)
-
Covariance prediction in large portfolio allocation
Trucíos, Carlos, (2019)
- More ...