Contagion in international stock markets after subprime mortgage crisis: Is it a reality?
碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 99 === This study adopts a Vector Autoregression (VAR) framework to estimate cross-market correlations and examines whether the contagion effect of the U.S. subprime financial turmoil exist around 32 markets. Regardless of using the conditional (unadjusted) corre...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/52460739915900767733 |