THE CONTAGION EFFECTS OF FINANCIAL CRISIS ON STOCK MARKETS:WHAT CAN WE LEARN FROM A COINTEGRATED VECTOR AUTOREGRESSIVE APPROACH FOR DEVELOPED COUNTRIES?

Por Manuel J. Rocha Armada, Joao Leitao, Júlio Lobao
Publicado no Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance (2011)