Nonlinear prediction for financial contagion of stock markets

被引：0
|
作者：
Hui, Xiaofeng [1 ]
Wang, Rui [1 ]
机构：
[1] School of Management, Harbin Institute of Technology, No. 2, Yikuang Street, Nangang District, Harbin 150080, China
来源：
ICIC Express Letters | 2012年 / 6卷 / 09期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：2231 / 2235
相关论文
共 50 条
  • [21] Causality and contagion in emerging stock markets
    Abdennadher, Emna
    Hellara, Slaheddine
    [J]. BORSA ISTANBUL REVIEW, 2018, 18 (04) : 300 - 311
  • [22] Contagion and interdependence in African stock markets
    Collins, D
    Biekpe, N
    [J]. SOUTH AFRICAN JOURNAL OF ECONOMICS, 2003, 71 (01) : 181 - 194
  • [23] Effect of the US-China Trade War on Stock Markets: A Financial Contagion Perspective
    Oh, Minseog
    Kim, Donggyu
    [J]. JOURNAL OF FINANCIAL ECONOMETRICS, 2023, 22 (04) : 954 - 1005
  • [24] Financial contagion acrossG10stock markets: A study during major crises
    BenSaida, Ahmed
    Litimi, Houda
    [J]. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 26 (03) : 4798 - 4821
  • [25] Stock market interdependence, contagion, and the US financial crisis: The case of emerging and frontier markets
    Samarakoon, Lalith P.
    [J]. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2011, 21 (05): : 724 - 742
  • [26] CONTAGION OF OPINIONS IN FINANCIAL-MARKETS
    ORLEAN, A
    [J]. REVUE ECONOMIQUE, 1992, 43 (04): : 685 - 698
  • [27] A Spatial Contagion Test for Financial Markets
    Durante, Fabrizio
    Foscolo, Enrico
    Sabo, Miroslav
    [J]. SYNERGIES OF SOFT COMPUTING AND STATISTICS FOR INTELLIGENT DATA ANALYSIS, 2013, 190 : 313 - +
  • [28] Herd Behavior and Contagion in Financial Markets
    Cipriani, Marco
    Guarino, Antonio
    [J]. B E JOURNAL OF THEORETICAL ECONOMICS, 2008, 8 (01):
  • [29] Financial contagion: problems of proximity and connectivity in financial markets
    Hansen, Kristian Bondo
    [J]. JOURNAL OF CULTURAL ECONOMY, 2021, 14 (04) : 388 - 402
  • [30] Financial contagion measurement between nonlinear inter-dependent markets: Detecting the contagion effects of Chinese stock market crash in 2015 on the world’s important economies
    Yuan, Ying
    Wang, Haiying
    Zhuang, Xintian
    [J]. Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, 2020, 40 (03): : 545 - 558
12345