The Contagion from the 2007-09 US Stock Market Crash

The global financial crisis that took place during the period 2007-09 had its most prominent manifestation in the general stock market crash. This could be studied from the perspective of financial contagion, using a mathematical tool known as wavelets. This paper aims to assess the impact of the US...

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Bibliographic Details
Main Authors: Arnulfo Castellanos, Francisco Vargas, Luis G. Rentería
Format: Article
Language:English
Published: Universiti Utara Malaysia 2011-11-01
Series:International Journal of Banking and Finance
Online Access:https://www.scienceopen.com/document?vid=a1cad67a-1be1-4cb9-a959-3623464e21ed