Kizys, Renatas; Pierdzioch, Christian - In: Applied Financial Economics 23 (2013) 13, pp. 1057-1065
The US subprime mortgage crisis has led to increased interest in the decoupling-recoupling hypothesis, according to which the international comovement of financial markets has strengthened since the US subprime mortgage crisis has gathered steam. We study whether the decoupling-recoupling...