Measuring 25 years of global equity market co-movement using a time-varying spatial model
Thomas L. A. Heil, Franziska J. Peter, Philipp Prange
| Year of publication: |
2022
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|---|---|
| Authors: | Heil, Thomas L. A. ; Peter, Franziska Julia ; Prange, Philipp |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 128.2022, p. 1-14
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| Subject: | Co-movement | Contagion | COVID-19 | Crisis | GAS | Stock markets | Aktienmarkt | Stock market | Coronavirus | Welt | World | Internationaler Finanzmarkt | International financial market | Marktintegration | Market integration | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Korrelation | Correlation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2022.102708 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013438365