Contagion effects of the subprime crisis in the European NYSE Euronext markets

Paulo Horta, Carlos Mendes and Isabel Vieira ()

Portuguese Economic Journal, 2010, vol. 9, issue 2, 115-140

Keywords: Financial contagion; Subprime crisis; Stock markets; Copula theory; F30; G14; G15 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (32)

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Working Paper: Contagion Effects of the Subprime Crisis in the European NYSE-Euronext Markets (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:spr:portec:v:9:y:2010:i:2:p:115-140

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DOI: 10.1007/s10258-010-0056-6

Portuguese Economic Journal is currently edited by Luís F. Costa

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