An Empirical Investigation into Contagion and The Effects of The 2007 Global Financial Crisis On the Cross-Country Linkages Amongst Developed and Emerging Economies, and The Resulting Impact On the Diversification Opportunities for a Global Investor

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An Empirical Investigation into Contagion and The Effects of The 2007 Global Financial Crisis On the Cross-Country Linkages Amongst Developed and Emerging Economies, and The Resulting Impact On the Diversification Opportunities for a Global Investor

Using data from 12 stock markets the conditional and unconditional correlations around the 2007 global financial crisis are examined across the 2000-2015 period, testing for the effects of contagion spanning across a range of sample periods. A statistical comparison of the Pearson correlation coeffi...

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Bibliographic Details
Main Author:	Kumar, Gagan
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2016
Online Access:	https://eprints.nottingham.ac.uk/36913/

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