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  • Search: subject:"decoupling–recoupling"
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Year of publication
Subject
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FIAPARCH-DCC model 2 contagion 2 global financial crisis 2 stock markets 2 ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Ansteckungseffekt 1 Börsenkurs 1 Contagion effect 1 Estimation 1 Financial crisis 1 Finanzkrise 1 International financial market 1 Internationaler Finanzmarkt 1 Schätzung 1 Share price 1 Stock market 1 Welt 1 World 1 decoupling-recoupling 1 decoupling–recoupling 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Mighri, Zouheir 2 Mansouri, Faysal 1 Mansouri, Fayçal 1
Published in...
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Cogent Economics & Finance 1 Cogent economics & finance 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Modeling international stock market contagion using multivariate fractionally integrated APARCH approach
Mighri, Zouheir; Mansouri, Faysal - In: Cogent Economics & Finance 2 (2014) 1, pp. 1-25
The aim of this article is to examine how the dynamics of correlations between two emerging countries (Brazil and Mexico) and the US evolved from January 2003 to December 2013. The main contribution of this study is to explore whether the plunging stock market in the US, in the aftermath of...
Persistent link: https://www.econbiz.de/10011559137
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Cover Image
Modeling international stock market contagion using multivariate fractionally integrated APARCH approach
Mighri, Zouheir; Mansouri, Fayçal - In: Cogent economics & finance 2 (2014) 1, pp. 1-25
The aim of this article is to examine how the dynamics of correlations between two emerging countries (Brazil and Mexico) and the US evolved from January 2003 to December 2013. The main contribution of this study is to explore whether the plunging stock market in the US, in the aftermath of...
Persistent link: https://www.econbiz.de/10010490457
Saved in:
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