Financial crises and dynamic linkages across international stock and currency markets
Pami Dua, Divya Tuteja
| Year of publication: |
December 2016
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|---|---|
| Authors: | Dua, Pami ; Tuteja, Divya |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 59.2016, p. 249-261
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| Subject: | Financial contagion | Global financial crisis | Eurozone crisis | Dynamic conditional correlation | Markov switching | Financial stress | Finanzkrise | Financial crisis | Welt | World | Währungskrise | Currency crisis | Ansteckungseffekt | Contagion effect | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Devisenmarkt | Foreign exchange market | Eurozone | Euro area | Korrelation | Correlation | Volatilität | Volatility | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.07.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011647825