Originality – Studying the integration hypothesis between stock markets over the recent financial crisis, our findings highlight strong evidence of significant comovements that explain the global collapse of stock markets in 2008–2009.
El Hedi Arouri, M. and Jawadi, F. (2010), "Chapter 2 Nonlinear Stock Market Links between Mexico and the World", Jawadi, F. and Barnett, W. (Ed.) Nonlinear Modeling of Economic and Financial Time-Series (International Symposia in Economic Theory and Econometrics, Vol. 20), Emerald Group Publishing Limited, Bingley, pp. 29-39. https://doi.org/10.1108/S1571-0386(2010)0000020007Download as .RIS
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