Price bubbles spillover among asset markets : evidence from Iran
Saeed Rasekhi, Zahra Mila Elmi, Milad Shahrazi
| Year of publication: |
2016
|
|---|---|
| Authors: | Rasekhi, Saeed ; Elmi, Zahra Mila ; Shahrazi, Milad |
| Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 20.2016, 4, p. 501-523
|
| Subject: | Bubbles Spillover | Asset Markets | Sigma-Point Kalman Filter | VAR | Spekulationsblase | Bubbles | Spillover-Effekt | Spillover effect | Iran | Finanzmarkt | Financial market | Börsenkurs | Share price | Zustandsraummodell | State space model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011589451