Analysis of the volatility's dependency structure during the subprime crisis
Bruno P. Arruda and Pedro L. Valls Pereira
| Year of publication: |
2013
|
|---|---|
| Authors: | Arruda, Bruno P. ; Pereira, Pedro L. Valls |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 34/36, p. 5031-5045
|
| Subject: | financial crisis | financial contagion | volatility | DCC | Finanzkrise | Financial crisis | Volatilität | Volatility | ARCH-Modell | ARCH model | Ansteckungseffekt | Contagion effect | Subprime-Krise | Subprime financial crisis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010225760