Asset markets contagion during the global financial crisis
Year of publication: |
March/June 2013
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Authors: | Kenourgios, Dimitris ; Christopoulos, Apostolos ; Dimitriou, Dimitrios |
Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 17.2013, 1/2, p. 49-76
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Subject: | global financial crisis | asset markets | contagion | asymmetric dynamic conditional correlations | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Welt | World |
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