On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach

Omar Hemche, Fredj Jawadi, Samir B. Maliki () and Abdoulkarim Idi Cheffou
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Samir B. Maliki: Université Aboubekr Belkaid de Tlemcen = University of Belkaïd Abou Bekr [Tlemcen]

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Date: 2016-01
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Published in Economic Modelling, 2016, 52, pp.292-299. ⟨10.1016/j.econmod.2014.09.004⟩

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Journal Article: On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05378274

DOI: 10.1016/j.econmod.2014.09.004

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