Market volatility transmission and central banking : what happened during the subprime crisis?
Kamel Malik Bensafta & Gervasio Semedo
| Year of publication: |
2014
|
|---|---|
| Authors: | Bensafta, Kamel Malik ; Semedo, Gervasio |
| Published in: |
International economic journal. - Abingdon : Routledge, ISSN 1016-8737, ZDB-ID 902866-3. - Vol. 28.2014, 4, p. 559-588
|
| Subject: | MGARCH | structural breaks | central banks communication | subprime crisis | volatility | Volatilität | Volatility | Geldpolitik | Monetary policy | Finanzkrise | Financial crisis | Subprime-Krise | Subprime financial crisis | Strukturbruch | Structural break | Zentralbank | Central bank | Börsenkurs | Share price | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010504200