Spatial contagion between financial markets : new evidence of asymmetric measures
Year of publication: |
2022
|
---|---|
Authors: | Miled, Wafa ; Ftiti, Zied ; Sahut, Jean-Michel |
Published in: |
Risk management decisions and value under uncertainty. - Dordrecht, The Netherlands : Springer. - 2022, p. 1183-1220
|
Subject: | Spatial contagion | Copula | Financial time series | Asymmetric dependence | Theorie | Theory | Finanzmarkt | Financial market | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Ansteckungseffekt | Contagion effect | Zeitreihenanalyse | Time series analysis | Räumliche Interaktion | Spatial interaction | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model |
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