Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios
Year of publication: |
2022
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Authors: | Mahadeo, Scott M. R. ; Heinlein, Reinhold ; Legrenzi, Gabriella |
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. 60.2022, p. 1-14
|
Subject: | Contagion | Correlation | Crisis | S&P 500 | Stock market | Volatility | Finanzkrise | Financial crisis | Volatilität | Aktienmarkt | Ansteckungseffekt | Contagion effect | Börsenkurs | Share price | Korrelation | ARCH-Modell | ARCH model |
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