Financial crisis and stock market linkages

This paper investigates interdependencies and linkages between international stock markets in the shortrun. Thus, twelve European and non-European markets were selected, and the period from 4 October 1999 to 30 June 2011 was chosen, which includes the Dot-Com crisis and the recent Global Financial C...

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Bibliographic Details
Main Author: Gabriel, Vítor (author)
Other Authors: Manso, José (author)
Format: article
Language:eng
Published: 2016
Subjects:
Global Financial Crisis
Stock Markets
Co-Movements
Vector Autoregressive model
Granger Causality
Impulse-Response
Online Access:http://hdl.handle.net/10314/2354
Country:Portugal
Oai:oai:bdigital.ipg.pt:10314/2354

Internet

http://hdl.handle.net/10314/2354

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