Contagion between United States and european markets during the recent crises
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More about this item
KeywordsContagion; Dynamic Conditional Correlation; Financial Markets; Markov Switching Model; Time Series Factor Analysis; Macroeconomic variables;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G01 - Financial Economics - - General - - - Financial Crises
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-01-25 (All new papers)
- NEP-CFN-2012-01-25 (Corporate Finance)
- NEP-EEC-2012-01-25 (European Economics)
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