Kenourgios, Dimitris; Dimitriou, Dimitrios - In: Panoeconomicus 61 (2014) 3, pp. 275-288
This paper empirically investigates the contagion effects of the Global Financial Crisis (2007-2009) from the financial sector to the real economy by examining nine sectors of US and developed European region. We provide a regional analysis by testing stock market contagion on the aggregate...