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Financial Contagion Crisis Effect of Subprime on G7: Evidence through the Adjusted Correlation Test and Non-linear Error Correction Models (ECM)
by Mourad Hmida
International Journal of Econometrics and Financial Management. 2014, 2(5), 180-187. DOI: 10.12691/ijefm-2-5-3
Pub. Date: September 30, 2014Views: 24907Downloads: 20847Citations: 2
sub-primes financial crisis contagion correlation nonlinear error correction models
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Volatility Spillovers and Contagion between Stock Markets
by Emna Abdennadher and Slaheddine Helara
International Journal of Business and Risk Management. 2021, 4(1), 1-8. DOI: 10.12691/ijbrm-4-1-1
Pub. Date: May 10, 2021Views: 6389Downloads: 9131
volatility spillover fundamental based contagion pure contagion Global Financial Crisis MENA stock markets
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A New Cointegration Econometric Analysis for Contagious and Volatility Spillovers of Subprime Crisis Effects
by Tarek Sadraoui, Bechir Deghachi and Rahma Ben Aissa
International Journal of Econometrics and Financial Management. 2016, 4(2), 29-38. DOI: 10.12691/ijefm-4-2-1
Pub. Date: April 22, 2016Views: 21574Downloads: 20740
subprime crisis contagion volatility of stock returns VAR
Abstract Full Text PDF (350 KB) Full Text HTML Full Text ePUB (208 KB)
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