The role of U.S. subprime mortgage-backed assets in propagating the crisis : contagion or interdependence?
Year of publication: |
November 2015
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Authors: | Flavin, Thomas J. ; Sheenan, Lisa |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 34.2015, p. 167-186
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Subject: | Financial crisis | Contagion | Subprime mortgage-backed securities | Markov-switching VAR | USA | United States | Finanzkrise | Subprime-Krise | Subprime financial crisis | Ansteckungseffekt | Contagion effect | Hypothek | Mortgage | Asset-Backed Securities | Asset-backed securities | Schock | Shock | VAR-Modell | VAR model | Verbriefung | Securitization |
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