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Asset price volatility and financial contagion: analysis using the MS-VAR framework · Study

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ArticleAsset price volatility and financial contagion: analysis using the MS-VAR framework

Chau H. A. Le2014

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Articlegreen2014

Asset price volatility and financial contagion: analysis using the MS-VAR framework

Chau H. A. Le · David Dickinson

22 citations·0/0 files stored·Eurasian economic review :

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1983Bank Runs, Deposit Insurance, and Liquidity 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1979Manias, Panics, and Crashes: A History of Financial Crises 1997Openness, Productivity and Growth: What Do We Really Know?1990Correlations in Price Changes and Volatility across International Stock Markets 1990Transmission of Volatility between Stock Markets 1989Transmission of Volatility Between Stock Markets

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Year2014

Typearticle

Published2014-11-11

VenueEurasian economic review :

ISSN-L1309-422X

Languageen

Citations22

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/s40822-014-0009-y

openalex_workW2006393162

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