Jayech, Selma; Zina, Naceur Ben - In: International Journal of Data Analysis Techniques and … 4 (2012) 2, pp. 154-180
to analyse the financial contagion between stock markets of four developed countries (USA, UK, France and Germany). The … market indexes used are S%P 500 (USA), FTSE 100 (UK), CAC 40 (France) and DAX 30 (Germany) covering the period from 1 January …