Financial Crises and Stock Market Contagion in a Multivariate Time-Varying Asymmetric Framework
Year of publication: |
2011
|
---|---|
Authors: | Kenourgios, Dimitris |
Other Persons: | Samitas, Aristeidis (contributor) ; Paltalidis, Nikos (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect | Asien | Asia | Schätzung | Estimation | Volatilität | Volatility | Welt | World |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of International Financial Markets, Institutions and Money, Vol. 21, No.1, pp. 92-106, February 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 8, 2010 erstellt Volltext nicht verfügbar |
Classification: | F30 - International Finance. General ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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