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題名:An Empirical Validation of Financial Contagion by a Multivariate VAR Model
書刊名:International Journal of Business and Economics
作者:Boutabba, Islem
出版日期:2019
卷期:18:2
頁次:頁221-244
主題關鍵詞:Financial contagionBehavioral financeFinancial marketsMonetary marketsStock marketsExchange marketsVAR model
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:5
期刊論文
1.Toda, Hiro Y.、Phillips, Peter C. B.(1993)。Vector Autoregressions and Causality。Econometrica: Journal of the Econometric Society,61(6),1367-1393。  new window
2.Baig, Taimur、Goldfajn, Ilan(1999)。Financial Market Contagion in the Asian Crisis。IMF Staff Papers,46(2),167-195。  new window
3.Khalid, A. M.、Kawai, M.(2003)。Was Financial Market Contagion the Source of Economic Crisis in Asia? Evidence Using a Multivariate VAR Model。Journal of Asian Economics,14(1),131-156。  new window
4.Toda, Hiro Y.、Yamamoto, Taku(1995)。Statistical Inference in Vector Autoregressions with Possibly Integrated Processes。Journal of Econometrics,66(1/2),225-250。  new window
5.Mondria, Jordi、Quintana-Domeque, Climent(2013)。Financial contagion and attention allocation。The Economic Journal,123(568),429-454。  new window
研究報告
1.Rambaldi, A. N.、Doran, H. E.(1996)。Testing for Granger Non-Causality in Cointegrated Systems Made Easy。Department of Economics, University of New England。  new window
其他
1.Veysov, A.(2012)。Financial Contagion and Systemic Risk: From Theory to Applicable Macroeconomic Model,http://ssrn.com/abstract=2056743。  new window
 
 
 
 
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