Cargando…
Spatial contagion between financial markets: new evidence of asymmetric measures
The objective of this paper is to identify the presence, direction and time at which the pure contagion effect occurred between financial markets. In so doing, the aim is to prove the existence of both spatial and temporal asymmetries of pure contagion effects. Firstly, a new empirical framework is...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2021
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8408567/ https://www.ncbi.nlm.nih.gov/pubmed/34483427 http://dx.doi.org/10.1007/s10479-021-04223-9 |