Dimitriou, Dimitrios; Simos, Theodore - In: Journal of Financial Economic Policy 5 (2013) 1, pp. 61-71
crisis by employing a multivariate GARCH model for four major, international equity markets, namely the USA, EMU, China and …, China and Japan. Findings – There is empirical evidence of contagion in all markets with the US market through various … EMU markets have been directly affected from the crisis. However, while China's equity market has been mainly unaffected …
