The spillover effect on the CEE equity markets and the financial contagion In the context of financial integration
Year of publication: |
2021
|
---|---|
Authors: | Boghicevici, Claudia ; Stamule, Simona ; Lolea, Iulian Cornel |
Subject: | volatility | risk | contagion | financial markets | European Union | correlation | time series | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Ansteckungseffekt | Contagion effect | Osteuropa | Eastern Europe | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | EU-Staaten | EU countries | Internationaler Finanzmarkt | International financial market | Schätzung | Estimation | Marktintegration | Market integration | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis | Schock | Shock |
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