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Interdependence Of Capital Markets In Terms Of Economic Stability And In Conditions Of Financial Crisis - Econometric Study Of The Effect Of Contagion

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Author Info

  • Ioana-Diana Păun

    (Bucharest Academy of Economic Studies)

  • Maria Paşcu-Nedelcu

    (Bucharest Academy of Economic Studies)

Abstract

The present study aims to build a relationship that can quantify the dependence between different capital markets and to compare the results obtained before and after the onset already famous financial crisis we are going through. Also, we plan to identify on the basis of generally valid empirical behavior of these dependencies, to justify its trend and seek justification for any exceptions occurring. The paper seeks to be a starting point for further reflections on the connection and transmission channels of information between capital markets in different geographical areas.

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File URL: http://www.ectap.ro/documente/suplimente/Finantele%20si%20stabilitatea%20economica_Finante_en2010.pdf
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Bibliographic Info

Article provided by Asociatia Generala a Economistilor din Romania - AGER in its journal Theoretical and Applied Economics.

Volume (Year): 12(541)(supplement) (2009)
Issue (Month): 12(541)(supplement) (December)
Pages: 685-691

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Handle: RePEc:agr:journl:v:12(541)(supplement):y:2009:i:12(541)(supplement):p:685-691

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Related research

Keywords: financial crisis; stock market dependence; GARCH; correlation; contagion effect.;

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