A wavelet perspective of crisis contagion between advanced economies and the BRIC markets
Year of publication: |
2021
|
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Authors: | Gurdgiev, Constantin ; O'Riordan, Conor |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 10, Art.-No. 503, p. 1-29
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Subject: | wavelet | wavelet analysis | contagion | volatility | risk spillovers | BRIC | financial integration | Volatilität | Volatility | BRICS-Staaten | BRICS countries | Zustandsraummodell | State space model | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | Industrieländer | Industrialized countries | Internationaler Finanzmarkt | International financial market | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Marktintegration | Market integration |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14100503 [DOI] hdl:10419/258607 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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