The effects of news events on market contagion: Evidence from the 2007–2009 financial crisis
Year of publication: |
2014
|
---|---|
Authors: | Chevapatrakul, Thanaset ; Tee, Kai-Hong |
Published in: |
Research in International Business and Finance. - Elsevier, ISSN 0275-5319. - Vol. 32.2014, C, p. 83-105
|
Publisher: |
Elsevier |
Subject: | Credit crisis | Coexceedance | Quantile regression | News events | Risk perception |
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