Measuring market integration during crisis periods
Weiping Qin, Sungjun Cho, Stuart Hyde
| Year of publication: |
2022
|
|---|---|
| Authors: | Qin, Weiping ; Cho, Sungjun ; Hyde, Stuart |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 78.2022, p. 1-23
|
| Subject: | Contagion | Factor heteroscedasticity | Financial crisis | Market integration | Finanzkrise | Marktintegration | Preiskonvergenz | Price convergence | Internationaler Finanzmarkt | International financial market | Ansteckungseffekt | Contagion effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2022.101555 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013357289