Work

Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998

Year: 2003

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.879160

Authors: Mardi Dungey, Renee Fry, Brenda González-Hermosillo, Vance L. Martin

Institutions: University of Cambridge, Australian National University, International Monetary Fund, Massachusetts Institute of Technology, The University of Melbourne

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2066865839

Cites: 29

Cited by: 19

Related to: 10