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Debt and financial market contagion

We empirically investigate why financial crises spread from one country to another. For our analysis, we develop a new multiple-channel test of financial market contagion and construct indices of crisis severity in equity markets in order to examine how the transmission of shocks across countries ca...

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Bibliografiska uppgifter
I publikationen:Empir Econ
Huvudupphovsmän: Hsiao, Cody Yu-Ling, Morley, James
Materialtyp: Artigo
Språk:Inglês
Publicerad: Springer Berlin Heidelberg 2021
Ämnen:
Länkar:https://ncbi.nlm.nih.gov/pmc/articles/PMC8195553/
https://ncbi.nlm.nih.gov/pubmed/34149150
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s00181-021-02077-5
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