International tail risk connectedness : network and determinants
Linh Hoang Nguyen, Brendan John Lambe
| Year of publication: |
2021
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|---|---|
| Authors: | Linh Hoang Nguyen ; Lambe, Brenda John |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 72.2021, p. 1-23
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| Subject: | Tail risk spillover | Contagion | International financial market | Economic linkage | Quantile regression | Internationaler Finanzmarkt | Spillover-Effekt | Spillover effect | Welt | World | Risikomaß | Risk measure | Ansteckungseffekt | Contagion effect | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Finanzkrise | Financial crisis | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2021.101332 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012801485