Estimating contagion mechanism in global equity market with time-zone effect
Year of publication: |
2023
|
---|---|
Authors: | Wu, Boyao ; Huang, Difang ; Chen, Muzi |
Published in: |
Financial management : FM. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 1755-053X, ZDB-ID 2254144-5. - Vol. 52.2023, 3, p. 543-572
|
Subject: | financial contagion | LASSO | network | time-zone effect | VAR models | Theorie | Theory | Ansteckungseffekt | Contagion effect | Aktienmarkt | Stock market | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Internationaler Finanzmarkt | International financial market | Welt | World | Schock | Shock |
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