Does the Spillover Index Reflect Systemic Shocks? A Bootstrap-Based Probabilistic Analysis
Year of publication: |
2020
|
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Authors: | Greenwood‐Nimmo, Matthew |
Other Persons: | Kočenda, Evžen (contributor) ; Nguyen, Viet Hoang (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Schock | Shock | Spillover-Effekt | Spillover effect | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory |
Extent: | 1 Online-Ressource (4 p) |
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Series: | Melbourne Institute Working Paper ; No. 17 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 26, 2019 erstellt |
Classification: | C32 - Time-Series Models ; c58 ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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