Spillover Effect in the MENA Area: Case of Four Financial Markets
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- El Alaoui, Marwane & Benbachir, Saâd, 2013. "Multifractal detrended cross-correlation analysis in the MENA area," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5985-5993.
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Keywords
Spillover effect; Copulas; Contagion; Interdependence;All these keywords.
JEL classification:
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
- G1 - Financial Economics - - General Financial Markets
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