Are generalized spillover indices overstating connectedness?
Year of publication: |
2018
|
---|---|
Authors: | Wiesen, Thomas F. P. ; Beaumont, Paul Michael ; Norrbin, Stefan C. ; Srivastava, Anuj |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 173.2018, p. 131-134
|
Subject: | Connectedness | Contagion | Market integration | Market linkage | Variance decomposition | Marktintegration | Spillover-Effekt | Spillover effect | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation | Ansteckungseffekt | Contagion effect |
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