Extreme risk contagion from the United States to BRICS stock markets : a multivariate quantile analysis
Yi Zhang, Long Zhou, Baoxiu Wu, Fang Liu
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Yi ; Zhou, Long ; Wu, Baoxiu ; Liu, Fang |
| Subject: | USA | United States | Aktienmarkt | Stock market | Volatilität | Volatility | BRICS-Staaten | BRICS countries | Börsenkurs | Share price | Ansteckungseffekt | Contagion effect |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Aufsatz zurückgezogen |
| Other identifiers: | 10.1016/j.najef.2023.102067 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014492033