Testing for Stock Market Contagion : A Quantile Regression Approach
Year of publication: |
2015
|
---|---|
Authors: | Park, Sungyong |
Other Persons: | Wang, Wendun (contributor) ; Huang, Naijing (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Aktienmarkt | Stock market | Regressionsanalyse | Regression analysis | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (57 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 25, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2585468 [DOI] |
Classification: | C21 - Cross-Sectional Models; Spatial Models ; c58 ; D53 - Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Testing for stock market contagion : a quantile regression approach
Park, Sungyong, (2015)
-
Global variance term premia and intermediary risk appetite
Van Tassel, Peter, (2016)
-
Gherghina, Ștefan Cristian, (2023)
- More ...
-
Testing for Stock Market Contagion: A Quantile Regression Approach
Park, Sungyong, (2015)
-
Testing for stock market contagion : a quantile regression approach
Park, Sungyong, (2015)
-
Testing for Stock Market Contagion: A Quantile Regression Approach
Park, Sungyong, (2015)
- More ...