No Contagion, Only Interdependence During the US Sub-Primes Crisis
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DOI: 10.1007/s11300-011-0210-6
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More about this item
Keywords
Sub-prime crisis; Contagion; Transition countries; Correlation; Non-linear error correction models; F30; G01; G15;All these keywords.
JEL classification:
- F30 - International Economics - - International Finance - - - General
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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