Contagion Channels of the Subprime Financial Crisis to the NYSE Euronext European Markets using Copulas

This paper tests whether there was contagion of the Subprime financial crisis to the European stock markets of the NYSE Euronext group (Belgium, France, the Netherlands and Portugal) and, if evidence of contagion is found, determines the transmission channel(s) through which the crisis was propagate...

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Bibliographic Details
Main Author: Horta, P. J. B. (author)
Other Authors: Lagoa, S. (author), Martins, L. F. (author)
Format: workingPaper
Language:eng
Published: 2012
Subjects:
Financial contagion
2008 Financial crisis
Stock markets
Copula theory
Online Access:http://hdl.handle.net/10071/3810
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/3810

Internet

http://hdl.handle.net/10071/3810

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