I. Dimitriou, Dimitrios; M. Simos, Theodore - In: Studies in Economics and Finance 31 (2014) 3, 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)...
