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Keywords: Subprime mortgage crisis
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Journal Articles
Journal of Financial Economic Policy (2018) 10 (1): 185–200.
Published: 03 April 2018
... of a contagion for ten countries. Originality/value This study particularly investigates whether the subprime mortgage crisis spilled over contagiously to the rest of the world. To investigate whether there is a significant increase in the cross-market correlations between the crisis origin country, the USA...

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