Volatility transmission and herding contagion during the global financial crisis
Year of publication: |
2013
|
---|---|
Authors: | Abbes, Mouna Boujelbène |
Published in: |
International Journal of Managerial and Financial Accounting. - Inderscience Enterprises Ltd, ISSN 1753-6715. - Vol. 5.2013, 2, p. 138-161
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | financial crisis | spillover | herding contagion | volatility | BEKK-GARCH | Kalman filter | crisis transmission | stock markets | subprime crisis | USA | United States | Europe | Asia | financial markets | UK | United Kingdom | Switzerland | Singapore |
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