A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America

The US subprime mortgage crisis has led to increased interest in the decoupling-recoupling hypothesis, according to which the international comovement of financial markets has strengthened since the US subprime mortgage crisis has gathered steam. We study whether the decoupling-recoupling hypothesis holds for news to speculative bubbles in equity markets. For several Latin American countries, we do not find evidence of a recoupling of speculative bubbles.

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Year of publication:	2013
Authors:	Kizys, Renatas ; Pierdzioch, Christian
Published in:	Applied Financial Economics. - Taylor & Francis Journals, ISSN 0960-3107. - Vol. 23.2013, 13, p. 1057-1065
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010690543