Contagion effects of the subprime crisis in the European NYSE Euronext markets
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- Paulo Horta & Carlos Mendes & Isabel Vieira, 2009. "Contagion Effects of the Subprime Crisis in the European Nyse-Euronext Markets," CEFAGE-UE Working Papers 2009_01, University of Evora, CEFAGE-UE (Portugal).
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Horta, Paulo & Lagoa, Sérgio & Martins, Luís, 2014. "The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 140-153.
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More about this item
KeywordsFinancial contagion; Subprime crisis; Stock markets; Copula theory; F30; G14; G15;
- F30 - International Economics - - International Finance - - - General
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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