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We investigate the role of Foreigners, local Institutions and local individuals in days of Contagion in a set of seven emerging markets from 2007 to 2016. We propose and use a simple measure of the degree of Contagion based on the probability of a coincidence of daily negative returns in both...
Persistent link: https://www.econbiz.de/10014121655
We investigate the role of Foreigners, local Institutions and local individuals in days of Contagion in a set of seven emerging markets from 2007 to 2016. We propose and use a simple measure of the degree of Contagion based on the probability of a coincidence of daily negative returns in both...
Persistent link: https://www.econbiz.de/10014123606
Persistent link: https://www.econbiz.de/10014457739