Contagion effect of natural disaster and financial crisis events on international stock markets
Year of publication: |
June 2018
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Authors: | Lee, Kuo-Jung ; Lu, Su-Lien ; Shih, You |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 11.2018, 2, p. 1-25
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Subject: | contagion effect | spillover effect | asymmetric volatility | natural disaster | financial crisis | Finanzkrise | Financial crisis | Katastrophe | Disaster | Ansteckungseffekt | Contagion effect | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Börsenkurs | Share price | Welt | World | Schätzung | Estimation | Schock | Shock |
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/jrfm11020016 [DOI] hdl:10419/238864 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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