Volatility spillovers and determinants of contagion : exchange rate and equity markets during crises
Henry Leung, Dirk Schiereck, Florian Schroeder
| Year of publication: |
February 2017
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| Authors: | Leung, Henry ; Schiereck, Dirk ; Schroeder, Florian |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 61.2017, p. 169-180
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| Subject: | Volatility spillover | Contagion | Exchange rate market | Equity market | Financial crisis | Volatilität | Volatility | Finanzkrise | Aktienmarkt | Stock market | Wechselkurs | Exchange rate | Spillover-Effekt | Spillover effect | Ansteckungseffekt | Contagion effect | Internationaler Finanzmarkt | International financial market | Währungskrise | Currency crisis | Welt | World | ARCH-Modell | ARCH model | Preiskonvergenz | Price convergence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.12.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011736825