Can Bank be a Cause of Contagion during the Global Financial Crisis?
This paper examines whether the bank can be a cause of contagion during the global financial crisis. This paper utilizes a Dynamic Conditional Correlation Model to examine the financial contagion phenomenon following the recent financial crisis. This model, which is already developed by Engle (2002...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2014-03-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/764 |