Measuring common cyclical features during financial turmoil : evidence of interdependence not contagion
Bertrand Candelon; Alain Hecq; Willem F.C. Verschoor
| Year of publication: |
2005
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|---|---|
| Authors: | Candelon, Bertrand ; Hecq, Alain W. J. ; Verschoor, Willem F. C. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 24.2005, 8, p. 1317-1334
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| Subject: | Währungskrise | Currency crisis | Schock | Shock | Volatilität | Volatility | Geldpolitische Transmission | Monetary transmission | ARCH-Modell | ARCH model | Robustes Verfahren | Robust statistics | Mexiko | Mexico | Asien | Asia | Finanzkrise | Financial crisis |
| 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/10003229309