Kazi, Irfan Akbar; Mehanaoui, Mohamed; Akbar, Farhan - Institut de Préparation à l'Administration et à la … - 2014
This article investigates shift-contagion as defined by Forbes and Rigobon (2002) in 16 OECD member economies during most recent financial crisis i.e. global financial crisis (2008 -2009) and European sovereign debt crisis (2009-2012), using multivariate asymmetric dynamic conditional...