Financial market interdependence, contagion and jumpy risk exposure

Martin Iseringhausen

Working Papers from European Stability Mechanism

Keywords: Bayesian analysis; factor model; regime switching; stock markets (search for similar items in EconPapers)
JEL-codes: C11 C58 G15 (search for similar items in EconPapers)
Date: 2026-02-09, Revised 2026-02-09
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