...Dimitrios Dimitriou; Theodore Simos Purpose The purpose of this paper is to investigate empirically contagion channels of the 2007 US subprime financial crisis by employing a multivariate GARCH model for four major, international equity markets, namely the USA, EMU, China and Japan. Design...

... International financial markets Japan Earthquakes Financial markets Stock markets Natural disasters have inflicted serious damage on human life, property, and economy. Though many earthquakes occur worldwide on an annual basis and impact all walks of life in one way or the other, collateral effects...