Dynamic Correlation Analysis of Financial Spillover to Asian and Latin American Markets in Global Financial Turmoil
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More about this item
KeywordsPrincipal Component; Financial Contagion; Financial Crisis; Dynamic Conditional Correlation; Asia Pacific Economies; Latin American Economies;
- F30 - International Economics - - International Finance - - - General
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-05-15 (All new papers)
- NEP-IFN-2010-05-15 (International Finance)
- NEP-SEA-2010-05-15 (South East Asia)
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