Contagion in International Stock Markets during the Sub Prime Mortgage Crisis
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kasilingam Lingaraja & Murugesan Selvam & Vinayagamoorthi Vasanth & Ramachandran Rajesh Ramkumar, 2015. "Long-run Overseas Portfolio Diversification Benefits and Opportunities of Asian Emerging Stock Markets and Developed Markets," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 324-333.
- repec:eee:phsmap:v:480:y:2017:i:c:p:10-21 is not listed on IDEAS
- Kaabia, Olfa & Abid, Ilyes & Guesmi, Khaled, 2013.
"Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?,"
Elsevier, vol. 31(C), pages 423-432.
- Ilyes Abid & Khaled Guesmi & Olfa Kaabia, 2012. "Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?," Post-Print hal-01410674, HAL.
- Ilyes Abid & Khaled Guesmi & Olfa Kaabia, 2013. "Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?," Post-Print hal-01410575, HAL.
- Olfa Kaabia & Ilyes Abid & Khaled Guesmi, 2012. "Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?," EconomiX Working Papers 2012-46, University of Paris Nanterre, EconomiX.
More about this item
KeywordsContagion effect; Sub prime mortgage; Correlation coefficients; Stock markets; Financial crises;
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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