On the relationship between total reserves and contagion effects of BRIC financial markets
Year of publication: |
December 2016
|
---|---|
Authors: | Matos, Paulo ; Rebouças, Marcio ; Jesus Filho, Jaime de |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 15.2016, 12, p. 1207-1218
|
Subject: | Buffer stock model | Cross effects | Auto regression vector with error correction | Finanzmarkt | Financial market | Ansteckungseffekt | Contagion effect | Theorie | Theory | Regressionsanalyse | Regression analysis |
-
Financial market interdependencies : a quantile regression analysis of volatility spillover
Rejeb, Aymen Ben, (2016)
-
Jump Interdependencies : stochastic linkages among international stock markets
Kshatriya, Saranya, (2021)
-
Tian, Maoxi, (2022)
- More ...
-
The role of contagion and integration in risk management measures
Jesus Filho, Jaime de, (2023)
-
Previsão do câmbio Real-Dólar sob um arcabouço de apreçamento de ativos
Matos, Paulo, (2012)
-
Forward-premium puzzle : is it time to abandon the usual regression?
Costa, Carlos E. da, (2016)
- More ...