Testing for financial contagion: New evidence from the European debt crisis

This paper tested for a contagion effect between the foreign exchange market of the Eurozone and the markets of seven emerging and growth leading economies - EAGLEs - during the European Debt Crisis. For this purpose, we used the daily domestic currency per unit of US Dollar of seven EAGLEs countrie...

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Bibliographic Details
Main Authors: Altun Ada Ayşen, Çelik Sibel, Koç Yasemin Deniz
Format: Article
Language:English
Published: Economists' Association of Vojvodina 2019-01-01
Series:Panoeconomicus
Subjects:
Online Access:http://www.doiserbia.nb.rs/img/doi/1452-595X/2019/1452-595X1900002A.pdf