European Stock Market Contagion during Sovereign Debt Crisis and the Effects of Macroeconomic Announcements on the Correlations of Gold,Dollar and Stock Returns
The first part of this dissertation examines the presence of the financial contagion across European stock markets with respect to the Greece sovereign debt crisis by estimating the time-varying conditional correlations of stock returns between Greece and other European countries over 2001 to 2012....
| Main Author: | |
|---|---|
| Format: | Others |
| Published: |
ScholarWorks@UNO
2013
|
| Subjects: | |
| Online Access: | http://scholarworks.uno.edu/td/1645 http://scholarworks.uno.edu/cgi/viewcontent.cgi?article=2678&context=td |