Detecting financial contagion using a new nonparametric measure of asymmetric comovements
Feipeng Zhang, Yixiong Xu, Di Yuan
| Year of publication: |
2024
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|---|---|
| Authors: | Zhang, Feipeng ; Xu, Yixiong ; Yuan, Di |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 1, p. 284-296
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| Subject: | Asymmetric comovements | Contagion | Exchange rate | Nonparametric test | Nichtparametrisches Verfahren | Nonparametric statistics | Ansteckungseffekt | Contagion effect | Schätzung | Estimation | Wechselkurs | Finanzkrise | Financial crisis | Theorie | Theory | Aktienmarkt | Stock market | Korrelation | Correlation |
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