Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis
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More about this item
Keywordscopula models; financial contagion; financial crises; frontier markets;
- E - Macroeconomics and Monetary Economics
- F - International Economics
- I - Health, Education, and Welfare
- J - Labor and Demographic Economics
- O - Economic Development, Innovation, Technological Change, and Growth
- Q - Agricultural and Natural Resource Economics; Environmental and Ecological Economics
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