Hsin-Ting Pao

Independent

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Global Contagion of Market Sentiment During the US Subprime Crisis

Global Finance Journal (2014)
Number of pages: 12 Posted: 21 Mar 2014 Last Revised: 14 Sep 2021
Chung Yuan Christian University, Pace University - Lubin School of Business, National University of Kaohsiung and Independent
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Abstract:

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Subprime crisis, Volatility indices, Market sentiment, Bivariate GARCH model