A Markov regime switching model of crises and contagion : the case of the Iberian countries in the EMS
José Mário Lopes; Luis C. Nunes
| Year of publication: |
2012
|
|---|---|
| Authors: | Lopes, José Mário ; Nunes, Luis C. |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 34.2012, 4, p. 1141-1153
|
| Subject: | Currency crisis | Contagion | Markov switching | Volatility | Währungskrise | Markov-Kette | Markov chain | Volatilität | EU-Staaten | EU countries | Spanien | Spain | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Europäisches Währungssystem | European Monetary System | Spillover-Effekt | Spillover effect | Portugal | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009703298