Testing for financial spillovers in calm and turbulent periods
Year of publication: |
2018
|
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Authors: | Aliyu, Shehu U. R. ; Abdulsalam, Nafiu B. ; Bawa, Sani |
Published in: |
West African journal of monetary and economic integration. - [Accra, Ghana : West African Monetary Institute], ZDB-ID 3131043-6. - Vol. 18.2018, 2, Art.-No. 2, p. 1-27
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Subject: | Markov Switching | volatility | spillover effect | contagion effect | co-movement | stock markets | Schätzung | Estimation | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Volatilität | Volatility | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Japan | Börsenkurs | Share price | Finanzmarkt | Financial market | Deutschland | Germany | Großbritannien | United Kingdom | ARCH-Modell | ARCH model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | hdl:10419/264252 [Handle] |
Classification: | C33 - Models with Panel Data ; C53 - Forecasting and Other Model Applications ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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