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Influence of the American Financial Market on Other Markets During the Subprime Crisis Cover

Influence of the American Financial Market on Other Markets During the Subprime Crisis

Folia Oeconomica Stetinensia
Volume 12 (2012): Issue 2 (December 2012)
By:   
Open Access
|Jul 2013
Authors

Authors

Piotr Płuciennik

pplucien@amu.edu.pl

DOI: https://doi.org/10.2478/v10031-012-0031-8 | Journal eISSN: 1898-0198 | Journal ISSN: 1730-4237
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Language: English
Page range: 19 - 30
Published on: Jul 30, 2013
Published by: University of Szczecin
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
principal components analysis,
impulse response function,
stock index,
multi dimensional models of conditional variance
Related subjects:
Business and economics,
Political economics,
Political economics, other

© 2013 Piotr Płuciennik, published by University of Szczecin
This work is licensed under the Creative Commons License.

Volume 12 (2012): Issue 2 (December 2012)
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