Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios
Scott M.R. Mahadeo, Reinhold Heinlein, Gabriella D. Legrenzi
| Year of publication: |
2022
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| Authors: | Mahadeo, Scott M. R. ; Heinlein, Reinhold ; Legrenzi, Gabriella |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 60.2022, p. 1-14
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| Subject: | Contagion | Correlation | Crisis | S&P 500 | Stock market | Volatility | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Volatilität | Aktienmarkt | Korrelation | Börsenkurs | Share price | Schwellenländer | Emerging economies | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101629 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013449099