Browsing by Subject "G15"

Now showing items 1-2 of 2

    • Contagion versus Interdependence: The Case of the BRIC Countries During the Subprime Crises 

      Zouhair, Mrabet; Lanouar, Charfeddine; Ajmi, Ahdi Noomen ( Elsevier , 2014 , Book chapter)
      This chapter contributes to the empirical finance literature on modeling co-movement in financial markets by considering the case of the BRIC countries during the subprime crises. To overcome the problem of the time-varying ...

    • Stock Prices and Crude Oil Shocks: The Case of GCC Countries 

      Al-Maadid, A.; Spagnolo, F.; Spagnolo, N. ( Elsevier , 2016 , Article)
      The aim of this chapter is to identify the effects of oil price volatility on stock market volatility for eight oil exporter or importer countries. Using weekly data for the 2004-15 period, we model the relationship between ...