Testing stock market contagion properties between large and small stock markets
EnDer Su
| Year of publication: |
2021
|
|---|---|
| Authors: | Su, Ender |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 57.2021, 1, p. 147-202
|
| Subject: | Market heterogeneity | Contagion effect | Vector autoregression | CoVaR | Aktienmarkt | Stock market | Ansteckungseffekt | Börsenkurs | Share price | VAR-Modell | VAR model | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-020-00942-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012549911