On the structure of financial contagion : econometric tests and Mercocur evidence
Year of publication: |
November 2014
|
---|---|
Authors: | Viale, Ariel M. ; Bessler, David A. ; Kolari, James W. |
Published in: |
Journal of applied economics. - Buenos Aires, ISSN 1514-0326, ZDB-ID 1480229-6. - Vol. 17.2014, 2, p. 373-400
|
Subject: | financial contagion | copulae | directed acyclic graphs | Bayesian belief networks | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Welt | World |
-
The contagion effect in European sovereign debt markets : a regime-switching vine copula approach
BenSaïda, Ahmed, (2018)
-
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix, (2021)
-
The contagion channels of July-August-2011 stock market crash : a DAG-copula based approach
Jayech, Selma, (2016)
- More ...
-
On the structure of financial contagion: Econometric tests and Mercosur evidence
Viale, Ariel M., (2014)
-
Computing and testing a stable common currency for Mercosur countries
Viale, Ariel M., (2008)
-
Common risk factors in bank stocks
Viale, Ariel M., (2009)
- More ...