Are generalized spillover indices overstating connectedness?
Thomas F. P. Wiesen, Paul M. Beaumont, Stefan C. Norrbin, Anuj Srivastava
| Year of publication: |
2018
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|---|---|
| Authors: | Wiesen, Thomas F. P. ; Beaumont, Paul Michael ; Norrbin, Stefan C. ; Srivastava, Anuj |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 173.2018, p. 131-134
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| Subject: | Connectedness | Contagion | Market integration | Market linkage | Variance decomposition | Marktintegration | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Ansteckungseffekt | Contagion effect | VAR-Modell | VAR model | Theorie | Theory | Internationaler Finanzmarkt | International financial market | Dekompositionsverfahren | Decomposition method | Preiskonvergenz | Price convergence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.10.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012022959