Contagion, decoupling and the spillover effects of the US financial crisis : evidence from the BRIC markets
Stelios D. Bekiros
| Year of publication: |
2014
|
|---|---|
| Authors: | Bekiros, Stelios D. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 33.2014, p. 58-69
|
| Subject: | Stock markets | Nonlinear causality | Filtering | GJR-GARCH | Multivariate GARCH models | Spillovers | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | BRICS-Staaten | BRICS countries | Ansteckungseffekt | Contagion effect | Schätzung | Estimation | Volatilität | Volatility | Kausalanalyse | Causality analysis | USA | United States | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
| 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/10010520075