Contagion in International Stock Markets during the Sub Prime Mortgage Crisis

Cilt: 2 Sayı: 1 1 Mart 2012
  • Hsien-Yi Lee
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Contagion in International Stock Markets during the Sub Prime Mortgage Crisis

Abstract

The sub prime mortgages crises took place in July, 2007 in US which causes the large scare in the global financial markets, and the international stock and foreign market suffer heavy shock. Using twenty international stock indexes, this study examines whether any contagion effect occurred across international markets after the sub-prime financial mortgage crisis in US. Using the heteroscedasticity biases based on correlation coefficients to examine the existence of the contagion effect, this study shows that stock markets of some countries (namely Hong Kong, Taiwan, Australia and New Zealand) did suffer from the contagion effect.

Keywords

Ayrıntılar

Birincil Dil

İngilizce

Konular

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Bölüm

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Yazarlar

Hsien-Yi Lee Bu kişi benim

Yayımlanma Tarihi

1 Mart 2012

Gönderilme Tarihi

1 Mart 2012

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2012 Cilt: 2 Sayı: 1

Kaynak Göster

APA
Lee, H.-Y. (2012). Contagion in International Stock Markets during the Sub Prime Mortgage Crisis. International Journal of Economics and Financial Issues, 2(1), 41-53. https://izlik.org/JA99BH66NF
AMA
1.Lee HY. Contagion in International Stock Markets during the Sub Prime Mortgage Crisis. IJEFI. 2012;2(1):41-53. https://izlik.org/JA99BH66NF
Chicago
Lee, Hsien-Yi. 2012. “Contagion in International Stock Markets during the Sub Prime Mortgage Crisis”. International Journal of Economics and Financial Issues 2 (1): 41-53. https://izlik.org/JA99BH66NF.
EndNote
Lee H-Y (01 Mart 2012) Contagion in International Stock Markets during the Sub Prime Mortgage Crisis. International Journal of Economics and Financial Issues 2 1 41–53.
IEEE
[1]H.-Y. Lee, “Contagion in International Stock Markets during the Sub Prime Mortgage Crisis”, IJEFI, c. 2, sy 1, ss. 41–53, Mar. 2012, [çevrimiçi]. Erişim adresi: https://izlik.org/JA99BH66NF
ISNAD
Lee, Hsien-Yi. “Contagion in International Stock Markets during the Sub Prime Mortgage Crisis”. International Journal of Economics and Financial Issues 2/1 (01 Mart 2012): 41-53. https://izlik.org/JA99BH66NF.
JAMA
1.Lee H-Y. Contagion in International Stock Markets during the Sub Prime Mortgage Crisis. IJEFI. 2012;2:41–53.
MLA
Lee, Hsien-Yi. “Contagion in International Stock Markets during the Sub Prime Mortgage Crisis”. International Journal of Economics and Financial Issues, c. 2, sy 1, Mart 2012, ss. 41-53, https://izlik.org/JA99BH66NF.
Vancouver
1.Hsien-Yi Lee. Contagion in International Stock Markets during the Sub Prime Mortgage Crisis. IJEFI [Internet]. 01 Mart 2012;2(1):41-53. Erişim adresi: https://izlik.org/JA99BH66NF