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Financial Contagion from the Subprime Crisis: A Copula Approach

The magnitude of the subprime crisis effects caused recessions in several economies, giving rise to the global financial crisis. The scale of this major shock and the different recovery profiles of European economies motivated this paper. The main objective is to look for evidence of contagion betwe...

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Autori principali: Rita I.L. Mendes, Luís Gomes, Patrícia Ramos
Natura: Artigo
Lingua:Inglês
Pubblicazione: Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house 2022-12-01
Serie:Scientific Annals of Economics and Business
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Accesso online:http://saeb.feaa.uaic.ro/index.php/saeb/article/view/1726
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