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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| Outros Autores: | , |
| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2012
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10071/3810 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/3810 |