Open AccessGlobal Financial Crisis Volatility Impact and Contagion Effect on NAFTA Equity Markets
Author(s) -
Miriam Magnolia Sosa Castro,
Edgar Ortíz Calisto
Publication year - 2017
Publication title -
estocástica finanzas y riesgo (en línea)/estocástica finanzas y riesgo
Language(s) - English
Resource type - Journals
eISSN - 2007-5383
pISSN - 2007-5375
DOI - 10.24275/uam/azc/dcsh/efr/2017v7n1/sosa
Subject(s) - volatility (finance) , financial crisis , economics , equity (law) , leverage effect , autoregressive conditional heteroskedasticity , volatility swap , stock (firearms) , financial contagion , volatility smile , monetary economics , financial economics , implied volatility , macroeconomics , geography , archaeology , political science , law