Contagion in international financial markets : a recursive cointegration approach
Year of publication: |
2013
|
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Authors: | Yunus, Nafeesa |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 23.2013, 4, p. 327-337
|
Subject: | Global equity markets | Financial crises | Contagion | Recursive cointegration | Portfolio diversification | Theorie | Theory | Kointegration | Cointegration | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Welt | World | Portfolio-Management | Portfolio selection | Ansteckungseffekt | Contagion effect | Kapitalmobilität | Capital mobility | Spillover-Effekt | Spillover effect |
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