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Testing for “Contagion” of the Subprime Crisis on the Middle East and North African Stock Markets: A Markov Switching EGARCH Approach

  • Khallouli W
  • Sandretto R
Journal of Economic Integration (2012) 27(1) 134-166
DOI: 10.11130/jei.2012.27.1.134
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Abstract

L'archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d'enseignement et de recherche français ou étrangers, des laboratoires publics ou privés.

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Khallouli, W., & Sandretto, R. (2012). Testing for “Contagion” of the Subprime Crisis on the Middle East and North African Stock Markets: A Markov Switching EGARCH Approach. Journal of Economic Integration, 27(1), 134–166. https://doi.org/10.11130/jei.2012.27.1.134

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