The aim of this paper is to study the contagion effects of the subprime financial crisis on the real economy of … developed countries. The contagion of this crisis will be measured by increased linkages between markets after a shock has taken … place (the stock market shocks, the interbank spread). The VAR model is utilized to examine the relationship between the U …

contagion effect on the surviving financial institutions. The empirical analysis indicates that (i) the collateral damages were …

a Panel VAR on annual data for European countries from 1986-2010. Our results provide evidence for a significant two …

moyen terme. Dans cette étude, nous parvenons au moyen d'un VAR Structurel à mettre en évidence des phénomènes de contagion … perturbations de grande envergure et à étudier les phénomènes de contagion qui se sont manifestés lors de ces deux épisodes afin d …

This paper aims to study the contagion effects of the subprime financial crisis on the real economy of the USA. The … contagion of this crisis is measured by increased linkages between markets after a shock has taken place (the stock market … shocks, the interbank spread). The VAR model is utilized to examine the relationship between the U.S. markets on two sub …

Within a forward forecast test on Dynamic Conditional Correlation (DCC), we investigate the contagion of the subprime … will employ "One step" and "N-step" forecast test to check the contagion effect. The results we have found show the … categories of contagion, ''positive'' and ''negative'' among different markets. …