The Effects of News Events on Market Contagion: Evidence from the 2007-2009 Financial Crisis
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More about this item
Keywords
Credit crisis; Coexceedance; Quantile Regression; News Events; Risk Perception;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2014-08-20 (Banking)
- NEP-NET-2014-08-16 (Network Economics)
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