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La contagion de la crise des subprimes: dynamique de court terme et de long terme.
- Source :
- Assurances et Gestion des Risques; oct2012, Vol. 80 Issue 2, p323-343, 21p
- Publication Year :
- 2012
-
Abstract
- The article focuses on the presence of contagion effects during the Subprime crisis. It presents a test on the non-linearity of the mechanisms spreading shocks that is interpreted with model of long term interdependence. It informs of application of this methodology to the stock market and analyzes that France, Germany, UK and Japan are contaminated by contagion effects.
- Subjects :
- CONTAGION (Social psychology)
STOCK exchanges
MISTAKE (Law)
Subjects
Details
- Language :
- French
- ISSN :
- 17057299
- Volume :
- 80
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Assurances et Gestion des Risques
- Publication Type :
- Academic Journal
- Accession number :
- 84950117
- Full Text :
- https://doi.org/10.7202/1091848ar