The Contagion from the 2007-09 US Stock Market Crash
The global financial crisis that took place during the period 2007-09 had its most prominent manifestation in the general stock market crash. This could be studied from the perspective of financial contagion, using a mathematical tool known as wavelets. This paper aims to assess the impact of the US...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Utara Malaysia
2011
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/25032/1/IJBF%208%204%202011%2067%2081.pdf |