A multicountry measure of comovement and contagion in international markets : definition and applications
Nina Tessler, Itzhak Venezia
| Year of publication: |
2022
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| Authors: | Tessler, Nina ; Venezia, Itzhak |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 58.2022, 4, p. 1307-1330
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| Subject: | Behavioral finance | Comovement | Contagion | Financial stability | Global financial crisis | Herding | International stock markets | Finanzkrise | Financial crisis | Internationaler Finanzmarkt | International financial market | Welt | World | Ansteckungseffekt | Contagion effect | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Herdenverhalten | Marktintegration | Market integration | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-021-01025-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013191882