The Russian stock market during the Ukrainian crisis : a network perspective
Harald Schmidbauer, Angi Rösch, Erhan Uluceviz, Narod Erkol
| Year of publication: |
2016
|
|---|---|
| Authors: | Schmidbauer, Harald ; Rösch, Angi ; Uluceviz, Erhan ; Erkol, Narod |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 66.2016, 6, p. 478-509
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| Subject: | "Systemic five" | Russian stock market | Ukrainian crisis | sanctions | return spillovers | volatility spillovers | network dynamics | propagation value | Russland | Russia | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Ukraine | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011582638