Bubbles and dependence between international equity markets
Wuyi Ye, Lingbo Gao and Xiaoquan Liu
Year of publication: |
2024
|
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Authors: | Ye, Wuyi ; Gao, Lingbo ; Liu, Xiaoquan |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 24.2024, 1, p. 119-138
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Subject: | Dynamic inter-market linkage | Finance | Financial crises | Markov regime-switching models | Spekulationsblase | Bubbles | Markov-Kette | Markov chain | Internationaler Finanzmarkt | International financial market | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Welt | World | Theorie | Theory | Börsenkurs | Share price |
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