On the subprime crisis and the Latin American financial markets : a regime switching skew-normal approach
Year of publication: |
2022
|
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Authors: | Ferreira, Diego ; Palma, Andreza Aparecida |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 3, p. 3300-3314
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Subject: | Bayesian estimation | financial contagion | Latin America | regime switching | skew-normal distribution | Lateinamerika | Bayes-Statistik | Bayesian inference | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Markov-Kette | Markov chain | Schätzung | Estimation | Ansteckungseffekt | Contagion effect |
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