Article ID Journal Published Year Pages File Type
963520 Journal of International Money and Finance 2012 16 Pages PDF
Abstract
► We use tests for correlation stability. ► The database is made of four asset classes in four geographical zones. ► We consider all financial crises from 1978 to 2010. ► The results point to a combination of globalization and flight to quality. ► Contagion on the equity markets appears as an artifact due to globalization.
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Authors
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