The Contagion from the 2007-09 US Stock Market Crash

The global financial crisis that took place during the period 2007-09 had its most prominent manifestation in the general stock market crash. This could be studied from the perspective of financial contagion, using a mathematical tool known as wavelets. This paper aims to assess the impact of the US...

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Bibliographic Details
Main Authors: Castellanos, Arnulfo M., Vargas, Francisco S., Rentería, Luis G.
Format: Article
Language:English
Published: Universiti Utara Malaysia 2011
Subjects:
Online Access:http://repo.uum.edu.my/25032/1/IJBF%208%204%202011%2067%2081.pdf
http://repo.uum.edu.my/25032/
http://ijbf.uum.edu.my/index.php/previous-issues/144-the-international-journal-of-banking-and-finance-ijbf-vol-8-no-4-dec-2011
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