Quantitative modeling of financial contagion : unraveling market dynamics and bubble detection mechanisms
Year of publication: |
2024
|
---|---|
Authors: | Nica, Ionuț ; Ionescu, Cristian ; Delcea, Camelia ; Chiriță, Nora |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 2, Art.-No. 36, p. 1-41
|
Subject: | ARDL model | bubble detection mechanism | exponential curve fitting | financial contagion | financial risk modeling | generalized supremum augmented Dickey-Fuller | Spekulationsblase | Bubbles | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Finanzmarkt | Financial market | Kapitalmarkttheorie | Financial economics |
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