Contagion in International Stock Markets during the Sub Prime Mortgage Crisis

The sub prime mortgages crises took place in July, 2007 in US which causes the large scare in the global financial markets, and the international stock and foreign market suffer heavy shock. Using twenty international stock indexes, this study examines whether any contagion effect occurred across in...

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Bibliographic Details
Main Author: Hsien-Yi Lee
Format: Article
Language:English
Published: EconJournals 2012-01-01
Series:International Journal of Economics and Financial Issues
Subjects:
Online Access:http://www.econjournals.com/index.php/ijefi/article/view/87/pdf