Contagion Effects on Financial Markets Risk
Author(s) -
Anca Ionășcuți,
Bogdan Dima
Publication year - 2022
Publication title -
journal of financial studies
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2559-1347
pISSN - 2537-3714
DOI - 10.55654/jfs.2022.7.12.08
Subject(s) - financial contagion , spillover effect , sample (material) , economics , financial market , shock (circulatory) , monetary economics , bayesian vector autoregression , financial economics , emerging markets , causality (physics) , econometrics , bayesian probability , finance , macroeconomics , statistics , medicine , chemistry , mathematics , chromatography , physics , quantum mechanics
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