Safe haven or contagion? : the disparate effects of Euro-zone crises on non-Euro-zone neighbours
Year of publication: |
December 2017
|
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Authors: | Bird, Graham R. ; Du, Wenti ; Pentecost, Eric J. ; Willett, Thomas D. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 59, p. 5895-5904
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Subject: | Safe haven effects | contagion | sovereign risk premia | multivariate GARCH | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Risikoprämie | Risk premium | Länderrisiko | Country risk | ARCH-Modell | ARCH model | Welt | World | Schätzung | Estimation | Währungskrise | Currency crisis | EU-Staaten | EU countries | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market |
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