SPILLOVER EFFECTS OF THE SUB-PRIME MORTGAGE CRISIS TO THE ASIAN STOCK MARKETS
<div><strong>Abstract</strong></div><div><br /></div><div>This paper aims to analyze the effects of the sub-prime mortgage crisis on several Asian stock markets. An Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH) model is...
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| Format: | Article |
| Language: | English |
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Universitas Islam Indonesia
2014-10-01
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| Series: | Economic Journal of Emerging Markets |
| Online Access: | http://jurnal.uii.ac.id/index.php/JEP/article/view/3320 |