U.S. subprime financial crisis contagion on BRIC and European Union stock markets
ABSTRACT The Copula Theory was used to analyze contagion among the BRIC (Brazil, Russia, India and China) and European Union stock markets with the U.S. Equity Market. The market indexes used for the period between January 01, 2005 and February 27, 2010 are: MXBRIC (BRIC), MXEU (European Union) and...
Main Authors: | Daniel Reed Bergmann, José Roberto Securato, José Roberto Ferreira Savoia, Eduardo Augusto do Rosário Contani |
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Format: | Article |
Language: | English |
Published: |
Universidade de São Paulo
2015-06-01
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Series: | RAUSP: Revista de Administração da Universidade de São Paulo |
Subjects: | |
Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0080-21072015000200229&lng=en&tlng=en |
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