Asset price volatility and financial contagion: analysis using the MS-VAR framew

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【全文链接或数据库名称(选填)】Asset price volatility and financial contagion: analysis using the MS-VAR frameworkC Le, D David - Eurasian Economic Review, 2014 - Springer
... t test of: \( H_{0} : \theta_{i,j} = 0 \). When testing shift-contagion for the ... to 30 days) volatility, and
has therefore been considered as the world's premier barometer of investor sentiment. ... markets
and liquidity tension trigger massive sell-offs by international investors, causing capital ...
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