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Crisis transmission degree measurement under crisis propagation model

In this paper, we propose a new approach to studying the spread of financial crises, their effects, and origins. To do this, an empirical measure of the degree of crisis transmission is introduced in the context of a crisis propagation model that corresponds to a multifactorial switching model with...

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Detalles Bibliográficos
Autores principales: Bedoui-Belghith, Imen, Hallara, Slaheddine, Jilani, Faouzi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9735107/
https://www.ncbi.nlm.nih.gov/pubmed/36531596
http://dx.doi.org/10.1007/s43546-022-00361-9