Interconnectedness and Contagion Effects in International Financial Instruments Markets
The aim of the research is to define possible contagion level of capital market resulting from shocks in main international stocks and bonds markets on basis of the assessment of market interconnectedness. Global Vector Autoregressive model was built up for securities markets in China, Euro area...
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| Format: | Article |
| Language: | English |
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University of Montenegro - Faculty of Economics Podgorica
2017-09-01
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| Series: | Montenegrin Journal of Economics |
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| Online Access: | http://www.mnje.com/sites/mnje.com/files/161-174_kravchuk_igor.pdf |