Does Global Financial Crisis Causes Financial Contagion Effects on European Stock Markets?
This paper studies the impact of the global financial crisis contagion across European stock markets. For this research, we selected seven European stock markets and picked up the period between 04/10/1999 and 30/06/2011. To identify the occurrence of contagion effect, we used the multivariate dynam...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2016
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| Texto completo: | http://hdl.handle.net/10314/3166 |
| País: | Portugal |
| Oai: | oai:bdigital.ipg.pt:10314/3166 |