The asymmetric contagion effect from the U.S. stock market around the subprime crisis between 2007 and 2010
Yu-Sheng Kao, Kai Zhao, Yu-Cheng Ku and Chien-Chung Nieh
| Year of publication: |
2019
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|---|---|
| Authors: | Kao, Yu-Sheng ; Zhao, Kai ; Ku, Yu-Cheng ; Nieh, Chien-chung |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 32.2019, 1,3, p. 2422-2454
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| Subject: | M-TAR framework | logistic smooth transition co-integration | contagion effect | stock market co-movement | subprime crisis | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | USA | United States | Börsenkurs | Share price | Subprime-Krise | Subprime financial crisis | Ansteckungseffekt | Contagion effect | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Preiskonvergenz | Price convergence | Internationaler Finanzmarkt | International financial market | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2019.1645710 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012584695