Can Bank be a Cause of Contagion during the Global Financial Crisis?

This paper examines whether the bank can be a cause of contagion during the global financial crisis. This paper utilizes a Dynamic Conditional Correlation Model to examine the financial contagion phenomenon following the recent financial crisis. This model, which is already developed by Engle (2002)...

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Bibliographic Details
Main Authors: Nadhem Selmi, Nejib Hachicha
Format: Article
Published: EconJournals 2014-06-01
Series:International Journal of Economics and Financial Issues
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