Measuring Stock Market Contagion with an Application to the Sub-prime Crisis
Year of publication: |
2009-07
|
---|---|
Authors: | Mink, Mark ; Mierau, Jochen |
Institutions: | de Nederlandsche Bank |
Subject: | Contagion | Heteroskedasticity | Dynamic Conditional Correlation | Sub-prime Crisis | East Asian Crisis |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C14 - Semiparametric and Nonparametric Methods ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets |
Source: |
-
Dynamic relationship between Turkey and European countries during the global financial crisis
Sensoy, Ahmet, (2014)
-
STUDIES ON FINANCIAL MARKETS IN EAST ASIA
Susai, Masayuki,
-
Measuring Financial Market Interdependence and Assessing Possible Contagion Risk in the EMEAP Region
Cheung, Lillian, (2008)
- More ...
-
Measuring stock market contagion with an application to the sub-prime crisis
Mink, Mark, (2009)
-
A descriptive model of banking and aggregate demand
Mierau, Jochen, (2016)
-
Do Financial Markets Expect Bank Defaults to be Contagious?
Mink, Mark, (2010)
- More ...