Dimitriou, Dimitrios I.; Simos, Theodore M. - In: Studies in Economics and Finance 31 (2014), pp. 246-254
Purpose – This paper aims to investigate the contagion effects of stock and FX markets for the USA and european monetary union (EMU) during the US subprime crisis of 2007-2009. Design/methodology/approach -The data sample is daily comprising a weighted Morgan Stanley Capital Index (MSCI) for...
