Measuring financial contagion using time-aligned data : the importance of the speed of transmission of shocks
Year of publication: |
2008
|
---|---|
Authors: | Kleimeier, Stefanie ; Lehnert, Thorsten ; Verschoor, Willem F. C. |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 70.2008, 4, p. 493-508
|
Subject: | Internationaler Finanzmarkt | International financial market | Ansteckungseffekt | Contagion effect | Schock | Shock | Finanzkrise | Financial crisis | Schätzung | Estimation |
-
Contagion effect of natural disaster and financial crisis events on international stock markets
Lee, Kuo-Jung, (2018)
-
Networks of volatility spillovers among stock markets
Baumöhl, Eduard, (2017)
-
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén, (2015)
- More ...
-
Kleimeier, Stefanie, (2008)
-
Contagion Versus Interdependence : A Re-Examination of Asian-Crisis Stock Market Comovements
Kleimeier, Stefanie, (2003)
-
Kleimeier, Stefanie, (2008)
- More ...