The transmission process of financial crises across the emerging markets: an alternative consideration
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References listed on IDEAS
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More about this item
Keywordscontagion; interdependence; outlier test; financial crisis;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- G01 - Financial Economics - - General - - - Financial Crises
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