Contagion from the crises in the Euro-zone : where, when and why?
Eric J. Pentecost, Wenti Du, Graham Bird and Thomas Willett
| Year of publication: |
2019
|
|---|---|
| Authors: | Pentecost, Eric J. ; Du, Wenti ; Bird, Graham ; Willett, Thomas D. |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 25.2019, 14, p. 1309-1327
|
| Subject: | Contagion | extreme values | M-eGARCH models | quantile regression | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Regressionsanalyse | Regression analysis | Theorie | Theory | Währungskrise | Currency crisis | Eurozone | Euro area |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2019.1589552 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012207094