Spatial spillover around G20 stock markets and impact on the return : a spatial econometrics approach
Year of publication: |
2019
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Authors: | Zhang, Weiping ; Zhuang, Xintian ; Li, Yanshuang |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 26.2019, 21, p. 1811-1817
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Subject: | G20 stock markets | multidimensional spatial effect | SAR model | Space weight matrix | Regionalökonomik | Regional economics | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | G20-Staaten | G20 countries | Schätzung | Estimation |
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