Market linkages, variance spillovers, and correlation stability: empirical evidence of financial contagion (Q2445700): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.csda.2009.03.018 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1999554386 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical modelling of contagion: a review of methodologies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Volatility spillovers, interdependence and comovements: a Markov switching approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regime switching for dynamic correlations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Econometric issues in the analysis of contagion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Practical Solutions of the Behrens-Fisher Problem / rank
 
Normal rank

Latest revision as of 10:22, 8 July 2024

scientific article
Language Label Description Also known as
English
Market linkages, variance spillovers, and correlation stability: empirical evidence of financial contagion
scientific article

    Statements

    Identifiers