Detecting signed spillovers in global financial markets : a Markov-switching approach
Year of publication: |
2022
|
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Authors: | Kangogo, Moses ; Volkov, V. V. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 82.2022, p. 1-25
|
Subject: | Financial crises | Financial markets | Financial stability | Spillover | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Welt | World | Internationaler Finanzmarkt | International financial market |
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