Investigating liquidity constraints as a channel of contagion: a regime switching approach

Investigating liquidity constraints as a channel of contagion: a regime switching approach

Abstract The present study investigates the timing and repercussion of the subprime crisis of 2008–09 in a regime-switching model. The interdependence and co-movement of financial markets in different countries has been enhanced due to the globalization of international trade, and investment trends...

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Bibliographic Details
Main Authors: Rajan Sruthi, Santhakumar Shijin
Format: Article
Language:English
Published: SpringerOpen 2020-05-01
Series:Financial Innovation
Subjects:
Financial crisis
Financial contagion
Co-movement
Emerging market
Regime- switching
Online Access:http://link.springer.com/article/10.1186/s40854-020-00185-2

Internet

http://link.springer.com/article/10.1186/s40854-020-00185-2

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