Global financial crisis and emerging stock market contagion : a volatility impulse response function approach
Year of publication: |
January 2016
|
---|---|
Authors: | Jin, Xiaoye ; An, Ximeng |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 36.2016, p. 179-195
|
Subject: | Volatility impulse response function | BRICSs' emerging markets | Financial crisis | Contagion | Finanzkrise | Volatilität | Volatility | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect | Welt | World | Schock | Shock | Internationaler Finanzmarkt | International financial market |
-
Global financial crisis and emerging stock market contagion : a multivariate FIAPARCH–DCC approach
Dimitriou, Dimitrios, (2013)
-
Yunus, Nafeesa, (2018)
-
Contagion effect of natural disaster and financial crisis events on international stock markets
Lee, Kuo-Jung, (2018)
- More ...
-
Volatility transmission and volatility impulse response functions in crude oil markets
Jin, Xiaoye, (2012)
-
Volatility transmission and volatility impulse response functions in crude oil markets
Jin, Xiaoye, (2012)
-
Evaluating the predictive power of intraday technical trading in China's crude oil market
Jin, Xiaoye, (2022)
- More ...