Does contagion exist after subprime mortgage crisis?
碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 98 === This study investigate whether contagion after subprime mortgage crisis. We apply a multivariate dynamic condition correlation EGARCH framework to global stock markets, which include East Asia, OECD, Latin America and other emerging market, during the subpri...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/25344381049783653669 |