International equity markets interdependence : bigger shocks or contagion in the 21st century?
Year of publication: |
2019
|
---|---|
Authors: | Bua, Giovanna ; Trecroci, Carmine |
Published in: |
Review of world economics. - Heidelberg : Springer, ISSN 1610-2878, ZDB-ID 2101519-3. - Vol. 155.2019, 1, p. 43-69
|
Subject: | International equity markets | Regime switching | Structural transmission | Volatility | Volatilität | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Schock | Shock | Welt | World | Japan | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model |
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