Financial Contagion in the Recent Financial Crisis: Evidence from the Romanian Capital Market
We use the wavelet analysis in order to investigate if financial contagion occurred between the US and the Romanian capital market in the beginning of the recent economic crisis. Moreover, we test presence of pure and fundamental contagion between the two markets using wavelet coherency analysis and...
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| Format: | Article |
| Language: | English |
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Ovidius University Press
2017-01-01
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| Series: | Ovidius University Annals: Economic Sciences Series |
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| Online Access: | http://stec.univ-ovidius.ro/html/anale/RO/2017-2/Section%20V/6.pdf |