Spatial contagion between financial markets : new evidence of asymmetric measures
Wafa Miled, Zied Ftiti, Jean-Michel Sahut
| Year of publication: |
2022
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|---|---|
| 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
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| Subject: | Spatial contagion | Copula | Financial time series | Asymmetric dependence | Finanzmarkt | Financial market | Ansteckungseffekt | Contagion effect | Multivariate Verteilung | Multivariate distribution | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | Börsenkurs | Share price | Korrelation | Correlation | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-021-04223-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342100