Financial contagion and the TIR-MIDAS model
Year of publication: |
2021
|
---|---|
Authors: | Ye, Wuyi ; Jiang, Kunliang ; Liu, Xiaoquan |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 39.2021, p. 1-11
|
Subject: | Financial Crisis | Hill Estimator | Macroeconomic Variables | Time Series Analysis | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Finanzmarkt | Financial market | Wirkungsanalyse | Impact assessment |
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