The effects of news events on market contagion : evidence from the 2007 - 2009 financial crisis
Year of publication: |
2014
|
---|---|
Authors: | Chevapatrakul, Thanaset ; Tee, Kaihong |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 32.2014, p. 83-105
|
Subject: | Credit crisis | Coexeedance | Quantile regression | News events | Risk perception | Finanzkrise | Financial crisis | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Ansteckungseffekt | Contagion effect |
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