A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets
Objective: In this article, we try to determine whether there are contagion effects across the Greek stock market and the Belgian, French, Portuguese, Irish, Italian and Spanish stock markets during both crises periods. Research Design & Methods: To reach our aim, we used a bivariate Dynamic Con...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Cracow University of Economics
2018-09-01
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| Series: | Entrepreneurial Business and Economics Review |
| Subjects: | |
| Online Access: | https://eber.uek.krakow.pl/index.php/eber/article/view/387 |