Boubaker, Heni; Sghaier, Nadia - Institut de Préparation à l'Administration et à la … - 2014
This paper examines the dynamic dependence between American and four developed stock markets, namely, Japan, United … empirical results show that the dynamic dependence between American and Japanese stock markets is symmetric while that between … American and European stock markets is asymmetric. In particular, this dependence seems to be related to geographic position. …
