Showing 11 - 20 of 255,617
Persistent link: https://www.econbiz.de/10003617811
Persistent link: https://www.econbiz.de/10009772409
Persistent link: https://www.econbiz.de/10002344709
Persistent link: https://www.econbiz.de/10001600030
Persistent link: https://www.econbiz.de/10009708458
This study investigates the effects of the US subprime crisis and the Eurozone debt crisis on stock market behaviors in terms of the volatility of return or risk and asymmetry issues by using GARCH, E-GARCH and GARCH-M methodologies and the daily stock return series, which consists of 2,609...
Persistent link: https://www.econbiz.de/10012944726
Persistent link: https://www.econbiz.de/10012660316
Persistent link: https://www.econbiz.de/10011634867
Persistent link: https://www.econbiz.de/10011729324
The purpose of this study is to investigate whether contagion actually occurred during three well-known financial crises in 1990s and 2000s: Mexican “Tequila” crisis in 1994, Asian “flu” crisis in 1997 and US subprime crisis in 2007. We apply dynamic conditional correlation models...
Persistent link: https://www.econbiz.de/10011960394