Quantile coherency networks of international stock markets
Year of publication: |
2019
|
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Authors: | Baumöhl, Eduard ; Shahzad, Syed Jawad Hussain |
Publisher: |
Kiel, Hamburg : ZBW – Leibniz Information Centre for Economics |
Subject: | quantile coherency | networks | stock markets | extreme negative returns | financial crisis |
Type of publication: | Book / Working Paper |
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Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1683377915 [GVK] hdl:10419/194568 [Handle] RePEc:zbw:esprep:194568 [RePEc] |
Classification: | C32 - Time-Series Models ; C40 - Econometric and Statistical Methods: Special Topics. General ; G01 - Financial Crises ; G15 - International Financial Markets |
Source: |
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Quantile coherency networks of international stock markets
Baumöhl, Eduard, (2019)
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Quantile coherency networks of international stock markets
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