The shift-contagion effect of global financial crisis and the European debt crisis on OECD Countries
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KeywordsGlobal financial crisis; European sovereign debt crisis; Asymmetric Dynamic Conditional correlations; Shift contagion.;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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