A spatial contagion test for financial markets (Q2805804)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A spatial contagion test for financial markets |
scientific article; zbMATH DE number 6580247
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A spatial contagion test for financial markets |
scientific article; zbMATH DE number 6580247 |
Statements
A Spatial Contagion Test for Financial Markets (English)
0 references
13 May 2016
0 references
financial crisis
0 references
spatial contagion
0 references
threshold copulas
0 references
0.8975666761398315
0 references
0.8031678199768066
0 references
0.7817425727844238
0 references
0.772842526435852
0 references
0.7670500874519348
0 references