Model of financial crisis contagion : a survey-based simulation by means of the modified Kaplan-Meier survival plots
Year of publication: |
2013
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Authors: | Roszkowska, Paulina ; Prorokowski, Łukasz |
Published in: |
Folia oeconomica Stetinensia : FOS. - Szczecin : Wydawn. Naukowe Uniw. Szczecińskiego, ISSN 1730-4237, ZDB-ID 2672877-1. - Vol. 13.2013, 1, p. 22-55
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Subject: | capital markets | Financial crisis | Crisis contagion | Cross-market surveillance | Financial market linkages | Trading strategies | Finanzkrise | Theorie | Theory | Ansteckungseffekt | Contagion effect | Finanzmarkt | Financial market | Simulation | Aktienmarkt | Stock market | Börsenkurs | Share price |
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