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