The effects of the subprime crisis on the Latin American financial markets: An empirical assessment

Economic Modelling

Volumn 28, Issue 5, 2011, Pages 2342-2357

  Dufrénot, Gilles ^a   Mignon, Valérie ^b   Péguin Feissolle, Anne ^c,d  

^a AIX MARSEILLE UNIVERSITY   (France)

^b UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

^c Centre National de la Recherche Scientifique   (France)

^d Centre de la Charité   (France)

Author keywords

Financial stress; Markov switching model; Regime switching; Stock markets; Volatility

Indexed keywords

EID: 79960895500     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2011.04.012     Document Type: Article

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