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International financial contagion of the US sub-prime crisis: evidence through the adjusted correlation test and non-linear Error Correction Models (ECM)
Omri, Anis; Ghorbel-Zouari, Sonia - In: International Journal of Monetary Economics and Finance 4 (2011) 2, pp. 135-149
markets of USA, France, Germany, Japan and UK during the current crisis. …
Persistent link: https://www.econbiz.de/10009352484
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Measuring financial contagion in the stock markets using a copula approach
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 …
Persistent link: https://www.econbiz.de/10010669751
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Correlation analysis of financial contagionbetween the US and international stock markets : the role of the US subprime crisis
Mighri, Zouheir; Mansouri, Fayçal - In: Economics & finance notes 3 (2014) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010426228
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The subprime crisis: from financial markets collapse to a global economic crisis
Bouaziz, Meriam Chihi; Boujelbene, Younes; Bazin, Damien - In: International journal of economics 7 (2013) 2, pp. 227-237
Persistent link: https://www.econbiz.de/10010202509
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The subprime crisis : from financial markets collapse to a global economic crisis
Bouaziz, Meriam Chihi; Boujelbene, Younes; Bazin, Damien - In: International journal of economics 11 (2017) 2, pp. 177-187
Persistent link: https://www.econbiz.de/10011937356
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The financial contagion effects of the subprime crisis on BRIC countries
Hmida, Mourad - In: International Journal of Managerial and Financial Accounting 6 (2014) 3, pp. 175-188
The objective of this study is to test the presence of the contagion phenomenon during the US subprime crisis. We adopt the test of adjusted correlation coefficients between markets and propose a new procedure that involves testing the non-linearity of the propagation mechanism shocks, estimated...
Persistent link: https://www.econbiz.de/10010944841
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Testing for financial spillovers in calm and turbulent periods
Aliyu, Shehu U. R.; Abdulsalam, Nafiu B.; Bawa, Sani - In: West African journal of monetary and economic integration 18 (2018) 2, pp. 1-27
, Nigerian, South African, UK and US stock markets. Using a sample period spanning 2010M1 to 2018M12, the paper employs a state …
Persistent link: https://www.econbiz.de/10013348418
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Volatility transmission and herding contagion during the global financial crisis
Abbes, Mouna Boujelbène - In: International Journal of Managerial and Financial Accounting 5 (2013) 2, pp. 138-161
markets. Moreover, UK and Swiss financial markets present an important role in emitting volatility to Asian markets. In …
Persistent link: https://www.econbiz.de/10010754852
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Assessing the value relevance of total comprehensive income under IFRS: an empirical evidence from European stock exchanges
Devalle, Alain; Magarini, Riccardo - In: International Journal of Accounting, Auditing and … 8 (2012) 1, pp. 43-68
the net income. To this purpose, accounting and market data regarding companies listed on the UK, French, German, Spanish …
Persistent link: https://www.econbiz.de/10010670391
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Keeping good company : a study of corporate governance in five countries
Charkham, Jonathan P. - 1994
Persistent link: https://www.econbiz.de/10000373021