Effects of country debt risk and determinant indicators on volatility contagion in six selected Asian countries

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Effects of country debt risk and determinant indicators on volatility contagion in six selected Asian countries

Volatility contagion has become a trend of financial crisis research ever since the outbreak of 2007 Sub-prime crisis in the US. Existing contagion studies are either too sector based, or focus on specific financial product so there is a lack of comprehensive study to incorporate multiple indicat...

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Bibliographic Details
Main Author:	Lee, See Nie
Format:	Thesis
Language:	English
Published:	2016
Subjects:	Financial crises - Asia Asia - Economic conditions
Online Access:	http://psasir.upm.edu.my/id/eprint/69494/ http://psasir.upm.edu.my/id/eprint/69494/1/GSM%202016%2023%20IR.pdf

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