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Hsin-Ting Pao
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Scholarly Papers (1)
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1.
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
Yen-Hsien Lee
,
Alan L. Tucker
,
David K. Wang
and Hsin-Ting Pao
Chung Yuan Christian University, Pace University - Lubin School of Business, National University of Kaohsiung and Independent
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Abstract:
Subprime crisis, Volatility indices, Market sentiment, Bivariate GARCH model
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