Integration and risk contagion in financial crises : evidence from international stock markets
Konstantinos Gkillas, Athanasios Tsagkanos, Dimitrios I. Vortelinos
| Year of publication: |
2019
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|---|---|
| Authors: | Gillas, Konstantinos Gkillas ; Tsagkanos, Athanasios ; Vortelinos, Dimitrios I. |
| Published in: |
Journal of business research : JBR. - New York, NY : Elsevier, ISSN 0148-2963, ZDB-ID 189773-1. - Vol. 104.2019, p. 350-365
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| Subject: | Contagion | Crises | Regime switching | Stylized portfolios | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Welt | World | Internationaler Finanzmarkt | International financial market | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Volatilität | Volatility | Währungskrise | Currency crisis | Bankenkrise | Banking crisis | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbusres.2019.07.031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012105047