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)...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2014-06-01
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| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/pub/ijefi/issue/31962/352005?publisher=http-www-cag-edu-tr-ilhan-ozturk |