The international propagation of the American financial crisis : evidence of bivariate GARCH models
Year of publication: |
2014
|
---|---|
Authors: | Bouaziz, Meriam Chihi ; Bazin, Damien ; Boujelbene, Younes |
Published in: |
International journal of economics. - New Delhi : Serials Publ., ISSN 0973-6719, ZDB-ID 2518665-6. - Vol. 8.2014, 1, p. 91-104
|
Subject: | Subprime crisis | contagion | EWMA | Bivariate GARCH-BEKK | Bivariate GARCH-DCC | Schätzung | Estimation | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Börsenkurs | Share price | Theorie | Theory |
-
Global contagion of market sentiment during the US subprime crisis
Lee, Yen-Hsien, (2014)
-
Mighri, Zouheir, (2013)
-
Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl, (2015)
- More ...
-
The subprime crisis : from financial markets collapse to a global economic crisis
Bouaziz, Meriam Chihi, (2017)
-
The subprime crisis: from financial markets collapse to a global economic crisis
Bouaziz, Meriam Chihi, (2013)
-
Testing for contagion of the subprime financial crisis under asymmetric dynamics
Selmi, Nadhem, (2013)
- More ...