Contagion between United States and European markets during the recent crises

The main objective of this paper is to detect the existence of financial contagion between the North American and European markets during the recent crises. To accomplish this, the relationships between the US and the Euro zone stock markets are considered, taking the daily equity prices of the Stan...

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Veröffentlicht in:	Aestimatio: The IEB International Journal of Finance 2011 (2), p.3-3
Hauptverfasser:	Márquez Cebrián, María Dolores, Muñoz Dueñas, María del Pilar, Sánchez, Josep A
Format:	Artikel
Sprache:	eng
Schlagworte:	Contagion Dynamic Conditional Correlation Financial Markets Macroeconomic variables Markov Switching Model Time Series Factor Analysis
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