Granger causality in risk and detection of extreme risk spillover between financial markets
Yongmiao Hong; Yanhui Liu; Shouyang Wang
| Year of publication: |
2009
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|---|---|
| Authors: | Hong, Yongmiao ; Liu, Yanhui ; Wang, Shouyang |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 150.2009, 2, p. 271-287
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| Subject: | Kausalanalyse | Causality analysis | Ansteckungseffekt | Contagion effect | Risikomaß | Risk measure | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003858904