Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets : an Empirical Study in China and the U.S.
Peiwan Wang, Lu Zong
| Year of publication: |
2020
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|---|---|
| Authors: | Wang, Peiwan ; Zong, Lu |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-24
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| Subject: | Contagion effect | EVT | Markov switching regime | Vine copula | USA | United States | China | Markov-Kette | Markov chain | Ansteckungseffekt | Finanzkrise | Financial crisis | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.101113 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012665486