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Correlation analysis of financial contagionbetween the US and international stock markets : the role of the US subprime crisis
Mighri, Zouheir; Mansouri, Fayçal - In: Economics & finance notes 3 (2014) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010426228
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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
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On the dynamic linkages among international emerging currencies
Mighri, Zouheir - In: Journal of quantitative economics 16 (2018) 2, pp. 427-473
Persistent link: https://www.econbiz.de/10012418498