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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| Format: | Article |
| Language: | English |
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MDPI AG
2018-12-01
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| Series: | Journal of Risk and Financial Management |
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| Online Access: | https://www.mdpi.com/1911-8074/11/4/89 |