How has the behavior of cross-market correlations altered during financial and debt crises?
Year of publication: |
December 2017
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Authors: | Demiralay, Sercan ; Ulusoy, Veysel |
Published in: |
The Manchester School. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0025-2034, ZDB-ID 1418920-3. - Vol. 85.2017, 6, p. 765-794
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Subject: | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect | ARCH-Modell | ARCH model | Schätzung | Estimation | Schwellenländer | Emerging economies | Industrieländer | Industrialized countries | Welt | World | 1998-2014 |
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