Detecting financial contagion using a new nonparametric measure of asymmetric comovements
Feipeng Zhang, Yixiong Xu, Di Yuan
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Feipeng ; Xu, Yixiong ; Yuan, Di |
| Subject: | Asymmetric comovements | Contagion | Exchange rate | Nonparametric test | Ansteckungseffekt | Contagion effect | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Wechselkurs | Theorie | Theory | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Schock | Shock | Volatilität | Volatility | Preiskonvergenz | Price convergence | Währungskrise | Currency crisis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.07.067 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446438