Interconnectedness and Contagion Effects in International Financial Instruments Markets
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DOI: 10.14254/1800-5845/2017.13-3.13
Abstract: The aim of the research is to define possible contagion level of capital market resulting from shocks in main international stocks and bonds markets on basis of the assessment of market interconnectedness. Global Vector Autoregressive… read more here.
Keywords: effects international; contagion effects; contagion; financial instruments ... See more keywords