Contagion in international stock markets after subprime mortgage crisis: Is it a reality?

碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 99 === This study adopts a Vector Autoregression (VAR) framework to estimate cross-market correlations and examines whether the contagion effect of the U.S. subprime financial turmoil exist around 32 markets. Regardless of using the conditional (unadjusted) corre...

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Bibliographic Details
Main Authors: Kuei-Tzu Yeh, 葉貴子
Other Authors: Chu-Hsiung Lin
Format: Others
Language:en_US
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/52460739915900767733