The global financial crisis: World market or regional contagion effects?
Year of publication: |
2014
|
---|---|
Authors: | Morales, Lucía ; Andréosso-O'Callaghan, Bernadette |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 29.2014, p. 108-131
|
Subject: | Stock returns | GARCH modelling | Contagion | Interdependence | Volatility spillovers | Finanzkrise | Financial crisis | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Ansteckungseffekt | Contagion effect | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Internationaler Finanzmarkt | International financial market | Welt | World | Börsenkurs | Share price |
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