An empirical validation of financial contagion by a multivariate VAR model
Islem Boutabba
| Year of publication: |
2019
|
|---|---|
| Authors: | Boutabba, Islem |
| Published in: |
International journal of business and economics. - Taichung : Feng Chia University, ISSN 1607-0704, ZDB-ID 2573186-5. - Vol. 18.2019, 2, p. 221-244
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| Subject: | Financial Contagion | Behavioral Finance | Financial Markets | Monetary Markets | Stock Markets | Exchange Markets | VAR Model | VAR-Modell | VAR model | Theorie | Theory | Finanzmarkt | Financial market | Ansteckungseffekt | Contagion effect | Aktienmarkt | Stock market | Schock | Shock | Schätzung | Estimation | Welt | World | Anlageverhalten | Behavioural finance | Finanzkrise | Financial crisis |
| 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/10012138318