Mohti, Wahbeeah; Dionísio, Andreia Teixeira Marques; … - In: Economies : open access journal 7 (2019) 1/15, pp. 1-14
This study assesses contagion from the USA subprime financial crisis on a large set of frontier stock markets. Copula … models were used to investigate the structure of dependence between frontier markets and the USA, before and after the …