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1. La contagion de la crise des subprimes: dynamique de court terme et de long terme.

Author

Akrout, Zied and Chokri, Adnen

Subjects
CONTAGION (Social psychology), STOCK exchanges, MISTAKE (Law)
Abstract

The article focuses on the presence of contagion effects during the Subprime crisis. It presents a test on the non-linearity of the mechanisms spreading shocks that is interpreted with model of long term interdependence. It informs of application of this methodology to the stock market and analyzes that France, Germany, UK and Japan are contaminated by contagion effects.

Published
2012
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