Search Results - subject:"decoupling-recoupling"

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

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

Persistent link: https://www.econbiz.de/10010490457

Trade of goods and services and risk sharing ability in international equity markets : are these substitutes or complements?

Narayan, Seema; Doytch, Nadia; Tri Tung Nguyen; … - In: International review of economics & finance : IREF 45 (2016), pp. 485-503

Persistent link: https://www.econbiz.de/10011626506

Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market

Floros, Christos; Kizys, Renatas; Pierdzioch, Christian - In: International Review of Financial Analysis 28 (2013) C, pp. 166-173

after the recent debt crisis in Greece. Importantly, our results suggest that the decoupling–recoupling hypothesis …

Persistent link: https://www.econbiz.de/10010666205