Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches

Author:

Chlibi Souhir,Jawadi Fredj,Sellami Mohamed

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics

Reference42 articles.

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2. Aloui R, Ben Aïssa MS, Nguyen DK (2011) Global financial crisis, Extreme interdependences, and Contagion Effects: The Role of Economic Structure. J Bank Financ 35:130–141

3. Arouri M. H. and Jawadi F. (2011) Do on/off time series models reproduce emerging stock market comovements? Econ Bull, Vol. 31, n°1, pp. 960–968.

4. Arouri, M. H. and Jawadi, F. (2007) Co-mouvement des marchés boursiers des pays émergents : intégration ou contagion ? Brussels Econ Rev, vol. 50, n°3, 315–333.

5. Balli F, Balli HO (2013) On the empirics of risk-sharing across MENA countries. Appl Econ 45(23):3370–3377

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