Dependence between stock markets of MENA countries after sub-prime crisis using bivariate extreme value theory
Ahmed Ghorbel; Zayneb Attafi
| Year of publication: |
2014
|
|---|---|
| Authors: | Ghorbel, Ahmed ; Attafi, Zayneb |
| Published in: |
International journal of applied management science. - Olney, Bucks. : Inderscience, ISSN 1755-8913, ZDB-ID 2481912-8. - Vol. 6.2014, 4, p. 343-364
|
| Subject: | dependence between extremes | MENA region | GARCH models | bivariate EVT | contagion | MENA-Staaten | MENA countries | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Ausreißer | Outliers | Ansteckungseffekt | Contagion effect | Börsenkurs | Share price | Schwellenländer | Emerging economies | Multivariate Verteilung | Multivariate distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011346405