Essays about: "Emanuel Alfranseder"

Found 1 essay containing the words Emanuel Alfranseder.

  1. 1. Volatility and Contagion effects originating from the financial sector: An analysis of economic sectors in two different stock market downturns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Emanuel Alfranseder; [2009]
    Keywords : financial crisis; equity markets; EGARCH; Spillover and Contagion; financial sector; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : The essay applies the methodology put forward in Baur (2003) with some modifications and extensions in order to investigate on contagion and spillover effects originating from the financial sector in European and U.S. equity markets during the crisis following the “dot-com” bubble in 2000-2003 and the financial crisis of 2007-2009. READ MORE