The determinants of a simultaneous crash in gold and stock markets : an ordered logit approach
Year of publication: |
March 2018
|
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Authors: | Miyazaki, Takashi ; Hamori, Shigeyuki |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 13.2018, 1, p. 1-25
|
Subject: | Gold market | stock market | simultaneous crash | ordered logit model | probability response curve | Logit-Modell | Logit model | Gold | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Theorie | Theory | Börsenkurs | Share price | Schätzung | Estimation |
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