The spillover and contagion effects of sovereign risk on stock markets
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DOI: 10.1016/j.econmod.2024.106921
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More about this item
Keywords
Sovereign risk; Stock markets; Spatial panel econometrics; Geographical distance; Economic and financial distance; Spillover effects; Contagion effects;All these keywords.
JEL classification:
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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