Measuring financial contagion using time-aligned data : the importance of the speed of transmission of shocks
Year of publication: |
2008
|
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Authors: | Kleimeier, Stefanie ; Lehnert, Thorsten ; Verschoor, Willem F. C. |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 70.2008, 4, p. 493-508
|
Subject: | Internationaler Finanzmarkt | International financial market | Ansteckungseffekt | Contagion effect | Schock | Shock | Finanzkrise | Financial crisis | Schätzung | Estimation |
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