Add to ORKGInternational audienceThe American Treasury bond markets have suffered catastrophic losses due to the subprime crisis, which erupted in 2007. We study in this paper the contagion of this crisis by examining the increase links between these markets and the U.S. subprime loan market. We use a VAR model considered most suitable for this purpose. Our study is based on the prices of subprime Asset-backed collateralized debt obligations (CDOs) and changes in U.S. Treasury bond yields. Our results support the hypothesis of contagion from the subprime crisis between the U.S. financial markets
This paper tests whether there was contagion of the Subprime financial crisis to the European stock ...
The recent U.S. subprime crisis provides us with a perfect framework to study cross-asset contagion ...
The U.S. subprime mortgage-backed securities market has attracted intense attention during and afte...
International audienceThe American Treasury bond markets have suffered catastrophic losses due to th...
International audienceThis paper aims to study the contagion effects of the subprime financial crisi...
International audienceThis paper aims to study the contagion effects of the subprime financial crisi...
International audienceThe aim of this paper is to study the contagion effects of the subprime financ...
International audienceThe aim of this paper is to study the contagion effects of the subprime financ...
tThough relatively small, the subprime mortgage-backed securitiesmarket is often identified as the s...
This study assesses whether capital markets of developed countries reflect the effects of financial ...
AbstractThis study examines evidence of cross-asset contagion among REIT, money, stock, bond, and cu...
This paper presents three tests of contagion of the US subprime crisis to the European markets of th...
Master's thesis in FinanceThe global financial crisis in recent times has created a deep appreciatio...
In this article, we test the presence of financial contagion during the subprime mortgage crisis of ...
The United States (US) subprime crisis, driven by the decline in US house prices and the subsequent ...
This paper tests whether there was contagion of the Subprime financial crisis to the European stock ...
The recent U.S. subprime crisis provides us with a perfect framework to study cross-asset contagion ...
The U.S. subprime mortgage-backed securities market has attracted intense attention during and afte...
International audienceThe American Treasury bond markets have suffered catastrophic losses due to th...
International audienceThis paper aims to study the contagion effects of the subprime financial crisi...
International audienceThis paper aims to study the contagion effects of the subprime financial crisi...
International audienceThe aim of this paper is to study the contagion effects of the subprime financ...
International audienceThe aim of this paper is to study the contagion effects of the subprime financ...
tThough relatively small, the subprime mortgage-backed securitiesmarket is often identified as the s...
This study assesses whether capital markets of developed countries reflect the effects of financial ...
AbstractThis study examines evidence of cross-asset contagion among REIT, money, stock, bond, and cu...
This paper presents three tests of contagion of the US subprime crisis to the European markets of th...
Master's thesis in FinanceThe global financial crisis in recent times has created a deep appreciatio...
In this article, we test the presence of financial contagion during the subprime mortgage crisis of ...
The United States (US) subprime crisis, driven by the decline in US house prices and the subsequent ...
This paper tests whether there was contagion of the Subprime financial crisis to the European stock ...
The recent U.S. subprime crisis provides us with a perfect framework to study cross-asset contagion ...
The U.S. subprime mortgage-backed securities market has attracted intense attention during and afte...