Matches in SemOpenAlex for { <https://semopenalex.org/work/W2141437401> ?p ?o ?g. }
Showing items 1 to 85 of
85
with 100 items per page.
- W2141437401 abstract "Using daily data from the stock markets of nine European transition economies, this paper tests for stock market contagion during the 1998 Russian financial crisis by utilizing both univariate and bivariate correlation analysis. The results of the linear model indicate that there is no evidence of contagion, while the bivariate analysis, based on the newly developed Corsetti-Pericoli-Sbracia (CPS) test, reveals the presence of structural breaks between the Russian and Czech stock markets. Moreover, crisis-post crisis comparison analysis shows that contagion occurred after the Russian crisis. This paper proposes to label such an effect as a 'reverse' contagion. The results of Monte Carlo experiments show that the linear model performs poorly under the null hypothesis of interdependence and systematically under-rejects in the case of small test sizes. In sum, at least for the examined parameter values, it appears that the CPS test has less size distortion than the linear model." @default.
- W2141437401 created "2016-06-24" @default.
- W2141437401 creator A5021367255 @default.
- W2141437401 date "2004-09-08" @default.
- W2141437401 modified "2023-09-27" @default.
- W2141437401 title "Was the Russian Financial Crisis Contagious" @default.
- W2141437401 cites W1969761972 @default.
- W2141437401 cites W2147546894 @default.
- W2141437401 cites W2163540932 @default.
- W2141437401 cites W2568767495 @default.
- W2141437401 cites W3121583322 @default.
- W2141437401 cites W3122619892 @default.
- W2141437401 cites W3122992143 @default.
- W2141437401 cites W3123802627 @default.
- W2141437401 cites W3124676599 @default.
- W2141437401 cites W3125007389 @default.
- W2141437401 cites W344845559 @default.
- W2141437401 cites W96539725 @default.
- W2141437401 hasPublicationYear "2004" @default.
- W2141437401 type Work @default.
- W2141437401 sameAs 2141437401 @default.
- W2141437401 citedByCount "0" @default.
- W2141437401 crossrefType "posted-content" @default.
- W2141437401 hasAuthorship W2141437401A5021367255 @default.
- W2141437401 hasConcept C105795698 @default.
- W2141437401 hasConcept C106159729 @default.
- W2141437401 hasConcept C139719470 @default.
- W2141437401 hasConcept C149782125 @default.
- W2141437401 hasConcept C161584116 @default.
- W2141437401 hasConcept C162324750 @default.
- W2141437401 hasConcept C166957645 @default.
- W2141437401 hasConcept C191988596 @default.
- W2141437401 hasConcept C199163554 @default.
- W2141437401 hasConcept C204036174 @default.
- W2141437401 hasConcept C205649164 @default.
- W2141437401 hasConcept C2778300220 @default.
- W2141437401 hasConcept C2778890369 @default.
- W2141437401 hasConcept C2779343474 @default.
- W2141437401 hasConcept C2780299701 @default.
- W2141437401 hasConcept C33923547 @default.
- W2141437401 hasConcept C64341305 @default.
- W2141437401 hasConceptScore W2141437401C105795698 @default.
- W2141437401 hasConceptScore W2141437401C106159729 @default.
- W2141437401 hasConceptScore W2141437401C139719470 @default.
- W2141437401 hasConceptScore W2141437401C149782125 @default.
- W2141437401 hasConceptScore W2141437401C161584116 @default.
- W2141437401 hasConceptScore W2141437401C162324750 @default.
- W2141437401 hasConceptScore W2141437401C166957645 @default.
- W2141437401 hasConceptScore W2141437401C191988596 @default.
- W2141437401 hasConceptScore W2141437401C199163554 @default.
- W2141437401 hasConceptScore W2141437401C204036174 @default.
- W2141437401 hasConceptScore W2141437401C205649164 @default.
- W2141437401 hasConceptScore W2141437401C2778300220 @default.
- W2141437401 hasConceptScore W2141437401C2778890369 @default.
- W2141437401 hasConceptScore W2141437401C2779343474 @default.
- W2141437401 hasConceptScore W2141437401C2780299701 @default.
- W2141437401 hasConceptScore W2141437401C33923547 @default.
- W2141437401 hasConceptScore W2141437401C64341305 @default.
- W2141437401 hasLocation W21414374011 @default.
- W2141437401 hasOpenAccess W2141437401 @default.
- W2141437401 hasPrimaryLocation W21414374011 @default.
- W2141437401 hasRelatedWork W1513331113 @default.
- W2141437401 hasRelatedWork W1991485286 @default.
- W2141437401 hasRelatedWork W2010387948 @default.
- W2141437401 hasRelatedWork W2139857835 @default.
- W2141437401 hasRelatedWork W2140138070 @default.
- W2141437401 hasRelatedWork W2181234691 @default.
- W2141437401 hasRelatedWork W2367824309 @default.
- W2141437401 hasRelatedWork W2374983309 @default.
- W2141437401 hasRelatedWork W2391899850 @default.
- W2141437401 hasRelatedWork W2392386588 @default.
- W2141437401 hasRelatedWork W2582557219 @default.
- W2141437401 hasRelatedWork W2782645558 @default.
- W2141437401 hasRelatedWork W2885647298 @default.
- W2141437401 hasRelatedWork W3122441799 @default.
- W2141437401 hasRelatedWork W3123445504 @default.
- W2141437401 hasRelatedWork W3124605890 @default.
- W2141437401 hasRelatedWork W3125376134 @default.
- W2141437401 hasRelatedWork W3126112752 @default.
- W2141437401 hasRelatedWork W3213184791 @default.
- W2141437401 hasRelatedWork W1664107900 @default.
- W2141437401 isParatext "false" @default.
- W2141437401 isRetracted "false" @default.
- W2141437401 magId "2141437401" @default.
- W2141437401 workType "article" @default.