Skewness-based market integration : a systemic risk measure across international equity markets
Year of publication: |
2021
|
---|---|
Authors: | Jian, Zhihong ; Li, Xupei |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 74.2021, p. 1-10
|
Subject: | International equity markets | Skewness-based integration | Systemic risk | Tail information | Marktintegration | Market integration | Internationaler Finanzmarkt | International financial market | Systemrisiko | Aktienmarkt | Stock market | Welt | World | Messung | Measurement | Theorie | Theory | Schätzung | Estimation |
-
Integration und Volatilität bei Emerging Markets
Herrmann, Frank, (2005)
-
Integration und Volatilität bei Emerging Markets
Herrmann, Frank, (2005)
-
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier, (2022)
- More ...
-
Jian, Zhihong, (2020)
-
Jian, Zhihong, (2022)
-
Noise Information and Default Risk Valuation
Jian, Zhihong, (2005)
- More ...