Extreme Contagion in Equity Markets
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More about this item
KeywordsEquity markets; Financial crisis; Capital markets; International financial markets; Contagion; extreme value theory; stock markets; financial markets; stock market; International Finance: General; General Financial Markets: General (includes Measurement and Data); Econometric and Statistical Methods: General;
- F30 - International Economics - - International Finance - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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