Volatility contagion in the Asian crisis : new evidence of volatility tail dependence
Alexander Karmann and Rodrigo Herrera
| Year of publication: |
2014
|
|---|---|
| Authors: | Karmann, Alexander ; Herrera, Rodrigo |
| Published in: |
Review of development economics. - Oxford : Blackwell, ISSN 1363-6669, ZDB-ID 1345731-7. - Vol. 18.2014, 2, p. 354-371
|
| Subject: | Wirtschaftskrise | Economic crisis | Finanzkrise | Financial crisis | Börsenkurs | Share price | Wechselkurs | Exchange rate | Ansteckungseffekt | Contagion effect | Ausreißer | Outliers | Asien | Asia | 1992-2001 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010503634