Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis
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 occurrence of the crisis. Statistically significant evidence of...
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| Outros Autores: | , , |
| Formato: | article |
| Idioma: | por |
| Publicado em: |
2020
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10174/26305 |
| País: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/26305 |