New test of contagion with application on the Brexit referendum
Author:
Funder
the PolyU Internal Research, Hong Kong
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
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1. Financial Contagion Propagation in Europe under the Impact of Global Shocks;World Economy and International Relations;2024
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3. Impact of Brexit on bond yields and volatility spillover across France, Germany, UK, USA, and India’s debt markets;Investment Management and Financial Innovations;2022-08-29
4. How does Covid-19 affect global equity markets?;Financial Innovation;2022-03-01
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