Joint tests of contagion with applications to financial crises
Year of publication: |
October 2017 ; Revised version
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Authors: | Fry-McKibbin, Renée ; Hsiao, Cody Yu-Ling ; Martin, Vance |
Publisher: |
Canberra : Centre for Applied Macroeconomic Analysis, The Australian National University |
Subject: | Coskewness | Cokurtosis | Covolatility | Lagrange multiplier tests | European financial crisis | equity markets | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect | EU-Staaten | EU countries | Statistischer Test | Statistical test | Theorie | Theory |
Extent: | 1 Online-Ressource (circa 43 Seiten) Illustrationen |
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Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2017, 65 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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