concept of contagion, then we introduce some parametric models used to detect the contagion phenomenum, then we introduce some …

different (low and high volatility) regimes. Our empirical investigation looks at the EUR/USD currency market. Our results show … impact on trading activity across market conditions. However, the change in elasticity between low and high volatility … penalize chartists more than fundamentalists, it could reduce exchange rate volatility. …

contagion effect on the surviving financial institutions. The empirical analysis indicates that (i) the collateral damages were …

perturbations de grande envergure et à étudier les phénomènes de contagion qui se sont manifestés lors de ces deux épisodes afin d … moyen terme. Dans cette étude, nous parvenons au moyen d'un VAR Structurel à mettre en évidence des phénomènes de contagion …

This paper aims to study the contagion effects of the subprime financial crisis on the real economy of the USA. The … contagion of this crisis is measured by increased linkages between markets after a shock has taken place (the stock market …

Within a forward forecast test on Dynamic Conditional Correlation (DCC), we investigate the contagion of the subprime … will employ "One step" and "N-step" forecast test to check the contagion effect. The results we have found show the … categories of contagion, ''positive'' and ''negative'' among different markets. …

The aim of this paper is to study the contagion effects of the subprime financial crisis on the real economy of … developed countries. The contagion of this crisis will be measured by increased linkages between markets after a shock has taken …

L'objet de cet article est de tester empiriquement l'impact de l'effet de contagion sur la crédibilité du taux de …, Pologne, République Tchèque, Slovaquie et Russie. Nous trouvons que l'effet de contagion est un facteur majeur dans la … retournement des marchés dû à l'effet de contagion semble justifier l'augmentation de la volatilité des anticipations de …