Financial contagion in the futures markets amidst global geo-economic events
Year of publication: |
2021
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Authors: | Zainudin, Ahmad Danial ; Azhar Mohamad |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 81.2021, p. 288-308
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Subject: | Volatility | Correlation breakdown test | Financial contagion | Futures | Wavelet | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Volatilität | Korrelation | Correlation | Welt | World | Theorie | Theory | Internationaler Finanzmarkt | International financial market | Derivat | Derivative | ARCH-Modell | ARCH model |
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