Impact d’un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers
Year of publication: |
2010
|
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Authors: | Le Pen, Yannick ; Sévi, Benoît |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Crises économiques | GA-DCC | Lehman Brothers | indices boursiers |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Revue Economique, 2010, Vol. 61, no. 3. pp. 407-419.Length: 12 pages |
Classification: | G15 - International Financial Markets ; E17 - Forecasting and Simulation ; C32 - Time-Series Models ; C22 - Time-Series Models |
Source: |
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