contagion channels

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    Contagion channels of the USA subprime financial crisis

    Description The purpose of this paper is to investigate empirically contagion channels of the 2007 US subprime financial crisis by employing a multivariate GARCH model for four major, international equity markets, namely the USA, EMU, China and Japan. Journal of Financial Economic Policy...
    • jasminepvk
    • Thread
    • china contagion channels european monetary union japan national economy stock markets united states of america
    • Replies: 0
    • Forum: Financial Management
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