European Financial Markets Exposed to Exogenous Shocks: Communication Dynamics Among Investors and Tech Models to Detect Financial Contagion
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DOI: 10.55654/JFS.2024.9.16.06
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More about this item
Keywords
Financial contagion; DY methodology; VAR model; SCDS Markets; exogenous shocks.;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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