Which global stock indices trigger stronger contagion risk in the Vietnamese stock market? : evidence using a bivariate analysis
Kuan-Min Wang; Hung-Cheng Lai
| Year of publication: |
2013
|
|---|---|
| Authors: | Wang, Kuan Min ; Lai, Hung-Cheng |
| Published in: |
Panoeconomicus. - Novi Sad, ISSN 1452-595X, ZDB-ID 2261714-0. - Vol. 60.2013, 4, p. 473-497
|
| Subject: | Vietnamese stock market | Contagion risk | EGARCH model | DCC estimation | Sub-prime mortgage crisis | Vietnam | Viet Nam | Ansteckungseffekt | Contagion effect | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Börsenkurs | Share price | Schätzung | Estimation | Hypothek | Mortgage | Aktienindex | Stock index | Welt | World | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Risiko | Risk |
| 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/10010341062