Using local Gaussian correlation in a nonlinear re-examination of financial contagion
Bård Støve, Dag Tjøstheim, Karl Ove Hufthammer
| Year of publication: |
2014
|
|---|---|
| Authors: | Støve, Bård ; Tjostheim, Dag ; Hufthammer, Karl Ove |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 25.2014, p. 62-82
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| Subject: | Financial crises | Nonlinear dependence | Contagion | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Korrelation | Correlation | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Stochastischer Prozess | Stochastic process | Bankenkrise | Banking crisis | Internationaler Finanzmarkt | International financial market | Welt | World | Währungskrise | Currency crisis |
| Extent: | graph. Darst. |
|---|---|
| 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/10010462084