Measuring Contagion of Subprime Crisis Based on MVMQ-CAViaR Method
The analysis of financial contagion is a topical issue in international finance and portfolio management. In this paper, we investigate whether the global financial crisis originating from American subprime crisis spreads to China, Japan, UK, France, and Germany. Firstly, multivariate conditional au...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
|
| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2014/386875 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|