Mesure économétrique de la Transmission des Chocs lors de la Crise des Subprimes sur les pays Développés et Emergents
Joint Authors
Umar, Hemche
al-Malki, Samir Baha al-Din
Source
Issue
Vol. 2012, Issue 11 (Bis) (30 Apr. 2012), pp.18-36, 19 p.
Publisher
Université Abou Bekr Belkaid Faculté des Sciences Economiques et de Gestion
Publication Date
2012-04-30
Country of Publication
Algeria
No. of Pages
19
Main Subjects
Economics & Business Administration
Abstract EN
This paper focuses on examining the behavior of six stock markets relative to the developed and emerging countries affected by the subprime crisis via contagion.
We try to test empirically the phenomenon through the VAR technique.
The study extends over a period of seven years from 01/05/2005 to 28/12/2011 in the stock markets.
Results showed an bilateral effect of shock transmission U.S.
stock market to those of France, UK and Italy.
Unlike the U.S.
market influence indirectly emerging market countries such as Argentina and Mexico.
American Psychological Association (APA)
Umar, Hemche& al-Malki, Samir Baha al-Din. 2012. Mesure économétrique de la Transmission des Chocs lors de la Crise des Subprimes sur les pays Développés et Emergents. Revue Economie et Management،Vol. 2012, no. 11 (Bis), pp.18-36.
https://search.emarefa.net/detail/BIM-973562
Modern Language Association (MLA)
Umar, Hemche& al-Malki, Samir Baha al-Din. Mesure économétrique de la Transmission des Chocs lors de la Crise des Subprimes sur les pays Développés et Emergents. Revue Economie et Management No. 11 (Bis) (Apr. 2012), pp.18-36.
https://search.emarefa.net/detail/BIM-973562
American Medical Association (AMA)
Umar, Hemche& al-Malki, Samir Baha al-Din. Mesure économétrique de la Transmission des Chocs lors de la Crise des Subprimes sur les pays Développés et Emergents. Revue Economie et Management. 2012. Vol. 2012, no. 11 (Bis), pp.18-36.
https://search.emarefa.net/detail/BIM-973562
Data Type
Journal Articles
Language
French
Notes
Includes margin notes.
Record ID
BIM-973562