Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions

Business & Economics

• Archimedean Copula 22%
• Asian Economies 16%
• Asian Stock Markets 20%
• Banking Crisis 16%
• Change Point 58%
• Change-point Analysis 100%
• China Market 18%
• Coefficients 11%
• Contagion 62%
• Copula Function 79%
• Equity 16%
• Financial Contagion 58%
• Hong Kong 13%
• Japan 10%
• Korea 12%
• Random Variables 15%
• S&P 500 Index 17%
• Structural Change 12%
• Subprime Crisis 72%
• Tail Dependence 38%
• Taiwan 22%
• Test Methods 22%
• Testing 12%
• United States of America 17%

Mathematics

• Archimedean Copula 16%
• Banking 18%
• Change Point 40%
• Change-point Analysis 91%
• China 14%
• Coefficient 5%
• Contagion 87%
• Copula 61%
• Crisis 77%
• Equity 16%
• Evidence 49%
• Japan 15%
• Market 59%
• Random variable 8%
• Stock Market 15%
• Structural Change 16%
• Tail Dependence 32%
• Taiwan 36%
• Testing 8%
• Time series 10%

Engineering & Materials Science

• Banking 33%
• Financial markets 35%
• Random variables 30%
• Testing 15%
• Time series 25%