Contagion, decoupling and the spillover effects of the US financial crisis : evidence from the BRIC markets
Year of publication: |
2014
|
---|---|
Authors: | Bekiros, Stelios D. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 33.2014, p. 58-69
|
Subject: | Stock markets | Nonlinear causality | Filtering | GJR-GARCH | Multivariate GARCH models | Spillovers | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Volatilität | Volatility | BRICS-Staaten | BRICS countries | Kausalanalyse | Causality analysis | Ansteckungseffekt | Contagion effect | Schätzung | Estimation |
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