On the study of contagion in the context of the subprime crisis : a dynamic conditional correlation-multivariate GARCH approach
Omar Hemche, Fredj Jawadi, Samir B. Maliki, Abdoulkarim Idi Cheffou
| Year of publication: |
January 2016
|
|---|---|
| Authors: | Hemche, Omar ; Jawadi, Fredj ; Maliki, Samir B. ; Cheffou, Abdoulkarim Idi |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 52.2016, part A, p. 292-299
|
| Subject: | Contagion | Subprime crisis | DCC-MGARCH model | Finanzkrise | Financial crisis | Subprime-Krise | Subprime financial crisis | ARCH-Modell | ARCH model | Ansteckungseffekt | Contagion effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2014.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011645655