An examination of higher-moment contagion during the South Sea Bubble
Year of publication: |
2022
|
---|---|
Authors: | Hasan, Mohammad S. ; Gausden, Robert ; Kume, Ortenca |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 20, p. 1949-1953
|
Subject: | adjusted correlation coefficient | contagion | higher-moment tests | South Sea Bubble | Spekulationsblase | Bubbles | Finanzkrise | Financial crisis | Großbritannien | United Kingdom | Ansteckungseffekt | Contagion effect | Wirtschaftsgeschichte | Economic history | Börsenkurs | Share price | Korrelation | Correlation |
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