Financial crises and stock market contagion in a multi-variate time varying asymmetric framework

INIS

• market 100%
• asymmetry 75%
• multivariate analysis 75%
• india 50%
• correlations 50%
• dynamics 50%
• china 50%
• brazil 50%
• russian federation 50%
• industry 25%
• nonlinear problems 25%
• risks 25%
• policy 25%
• stocks 25%
• capture 25%

Social Sciences

• Markets 75%
• Contagion 50%
• Specific Industry 50%
• Russia 50%
• China 50%
• India 50%
• Brazil 50%
• Correlation 50%
• Stock Market 25%
• Evidence 25%
• Approach 25%
• Time 25%
• Policy 25%

Economics, Econometrics and Finance

• Financial Contagion 100%
• Financial Crisis 75%
• Copula 50%
• Regime Switching 50%
• Share 25%