Analysis of the contagion during the subprime financial crisis using GARCH BEKK model
Year of publication: |
2012
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Authors: | Bouaziz, Meriam Chihi ; Boujelbene, Younes |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 11.2012, 4, p. 377-389
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Subject: | Subprime-Krise | Subprime financial crisis | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Ansteckungseffekt | Contagion effect |
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