Pages that link to "Item:Q2383128"
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The following pages link to Contagion around the October 1987 stock market crash (Q2383128):
Displayed 6 items.
- The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (Q321012) (← links)
- Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677) (← links)
- Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286) (← links)
- Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (Q1926916) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- ‘Slow-burn’ spillover and ‘fast and furious’ contagion: a study of international stock markets (Q4683033) (← links)