Stock market linkages and financial contagion : a cobreaking analysis
Year of publication: |
2010
|
---|---|
Authors: | Ahlgren, Niklas ; Antell, Jan |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 50.2010, 2, p. 157-166
|
Subject: | Finanzmarkt | Financial market | Marktintegration | Market integration | Volatilität | Volatility | Ansteckungseffekt | Contagion effect | Schwellenländer | Emerging economies | Industrieländer | Industrialized countries | 1980-2006 |
-
A wavelet perspective of crisis contagion between advanced economies and the BRIC markets
Gurdgiev, Constantin, (2021)
-
Mobarek, Asma, (2016)
-
Financial integration, inclusion and stability during crises : insights from the MENA region
Abdelmageed, Samar, (2021)
- More ...
-
Tests for abnormal returns under weak cross sectional dependence
Ahlgren, Niklas, (2012)
-
Cobreaking of stock prices and contagion
Ahlgren, Niklas, (2008)
-
Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
Ahlgren, Niklas, (2006)
- More ...