Jayech, Selma; Sadraoui, Tarek; Zina, Naceur Ben - In: International Journal of Managerial and Financial Accounting 3 (2011) 2, pp. 170-187
In this article, we test the presence of financial contagion during the subprime mortgage crisis of 2007. For this purpose, we propose a new procedure for testing the non-linearity of the mechanisms of the shock distribution estimated through a model of long-term interdependence. We apply this...
