The effect of interconnectivity on stock returns during the Global Financial Crisis
Year of publication: |
2023
|
---|---|
Authors: | Silva, Thiago Christiano ; Wilhelm, Paulo Victor Berri ; Tabak, Benjamin Miranda |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 67.2023, p. 1-20
|
Subject: | Complex networks | Difference-in-differences | Global Financial Crisis | Stock returns | Finanzkrise | Financial crisis | Kapitaleinkommen | Capital income | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Welt | World | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market |
-
Sucháček, Jan, (2021)
-
Weak-form efficiency after global financial crisis : emerging stock market evidence
Emenike, Kalu O., (2017)
-
COVID-19 and asymmetric volatility spillovers across global stock markets
Li, Wenqi, (2021)
- More ...
-
Silva, Thiago Christiano, (2023)
-
Silva, Thiago Christiano, (2022)
-
Inflation targeting and financial stability : does the quality of institutions matter?
Fazio, Dimas M., (2018)
- More ...