Measuring financial contagion : a directed acyclic graphs and error correction model
Year of publication: |
2013
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Authors: | Jayech, Selma ; Zina, Naceur Ben |
Published in: |
International journal of business innovation and research. - Genève [u.a.] : Inderscience, ISSN 1751-0252, ZDB-ID 2271131-4. - Vol. 7.2013, 1, p. 40-60
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Subject: | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Kointegration | Cointegration | Graphentheorie | Graph theory | USA | United States | Großbritannien | United Kingdom | Frankreich | France | Deutschland | Germany | 2004-2007 | 2007-2010 |
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