Detecting statistically significant changes in connectedness : a bootstrap-based technique
Matthew Greenwood-Nimmo, Evžen Kočenda, Viet Hoang Nguyen
| Year of publication: |
2024
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|---|---|
| Authors: | Greenwood-Nimmo, Matthew ; Kočenda, Evžen ; Viet Hoang Nguyen |
| Published in: |
Economic modelling. - Amsterdam : Elsevier [u.a.], ISSN 0264-9993, ZDB-ID 2013002-8. - Vol. 140.2024, Art.-No. 106843, p. 1-16
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| Subject: | Adverse shocks | Bootstrap-after-bootstrap procedure | Connectedness | Financial contagion | Impactful events | Spillover index | Schock | Shock | Ansteckungseffekt | Contagion effect | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | VAR-Modell | VAR model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2024.106843 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015190365