Global contagion of investor sentiment during the US subprime crisis : the case of the USA and the region of Latin America
Year of publication: |
2019
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Authors: | Talbi, Mariem ; Ben Halima, Amel |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 9.2019, 3, p. 163-174
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Subject: | Subprime crisis | Investor sentiment | Contagion | Bivariate DCC GARCH model | Finanzkrise | Financial crisis | USA | United States | Lateinamerika | Latin America | Subprime-Krise | Subprime financial crisis | Anlageverhalten | Behavioural finance | ARCH-Modell | ARCH model | Theorie | Theory | Ansteckungseffekt | Contagion effect | Volatilität | Volatility | Finanzmarkt | Financial market |
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