Contagion Risks in Emerging Stock Markets: New Evidence from Asia and Latin America

The purpose of this study is to investigate whether contagion actually occurred during three well-known financial crises in 1990s and 2000s: Mexican “Tequila„ crisis in 1994, Asian “flu„ crisis in 1997 and US subprime crisis in 2007. We apply dynamic condition...

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Bibliographic Details
Main Author: Thi Bich Ngoc TRAN
Format: Article
Published: MDPI AG 2018-12-01
Series:Journal of Risk and Financial Management
Online Access: