Crisis transmission degree measurement under crisis propagation model
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More about this item
Keywords
Crisis transmission; Crisis transmission degree; Crisis transmission magnitude; Idiosyncratic and global factors; Multifactorial switching regimes model; Diffusion process; Crisis effects; Developed; emerging and frontiers markets;All these keywords.
JEL classification:
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- F3 - International Economics - - International Finance
- F6 - International Economics - - Economic Impacts of Globalization
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