Financial contagion in real economy : the key role of policy uncertainty
Year of publication: |
2022
|
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Authors: | Samitas, Aristeidis ; Kampouris, Elias ; Umar, Zaghum |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 2, p. 1633-1682
|
Subject: | asymmetric DCC | contagion | copula | Eurozone debt crisis | spillover effects | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Spillover-Effekt | Spillover effect | Eurozone | Euro area | Schock | Shock | Multivariate Verteilung | Multivariate distribution |
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