Testing for “Contagion” of the Subprime Crisis on the Middle East and North African Stock Markets: A Markov Switching EGARCH Approach
Wajih Khallouli , René Sandretto
Journal of Economic Integration. 2012;27(1):134-166.   Published online 2012 Mar 1     DOI: https://doi.org/10.11130/jei.2012.27.1.134
Citations to this article as recorded by Crossref logo
The link between regional CDS spreads and equity returns: a multivariate GARCH approach
Christian Manicaro
SN Business & Economics.2022;[Epub]     CrossRef
Comovement across BRICS and the US Stock Markets: A Multitime Scale Wavelet Analysis
Musumba Batondo, Josine Uwilingiye
International Journal of Financial Studies.2022; 10(2): 27.     CrossRef
A regime-switching skew-normal model of contagion in some selected stock markets
Abubakar Jamaladeen, David E. Omoregie, Samuel F. Onipede, Nafiu A. Bashir
SN Business & Economics.2022;[Epub]     CrossRef
Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns
Christian Urom, Kevin O. Onwuka, Kalu E. Uma, Denis N. Yuni
International Economics.2020; 161: 10.     CrossRef
Regime switching in the reactions of stock markets in Saudi Arabia to oil price variations
Jamel Jouini, Wajih Khallouli
The World Economy.2019; 42(8): 2467.     CrossRef
Türkiye’de Faiz, Enflasyon ve Kur Şoklarının Bulaşıcılığının ARMA-EGARCH Yöntemiyle Analizi
Burçay YAŞAR AKÇALI, Ebubekir MOLLAAHMETOĞLU, Erdinç ALTAY
İstanbul Gelişim Üniversitesi Sosyal Bilimler Derg.2019; 6: 29.     CrossRef
Contagio entre las bolsas de Estados Unidos y las de América latina: el caso de la crisis financiera de 2008
Domingo Rodríguez Benavides
Contaduría y Administración.2018; 65(2): 163.     CrossRef
Foreign shocks and international cost of equity destabilization. Evidence from the MENA region
Alexis Guyot, Thomas Lagoarde-Segot, Simon Neaime
Emerging Markets Review.2014; 18: 101.     CrossRef