TY - JOUR
T1 - A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America
AU - Kizys, Renatas
AU - Pierdzioch, C.
PY - 2013
Y1 - 2013
N2 - The US subprime mortgage crisis has led to increased interest in the decoupling-recoupling hypothesis, according to which the international comovement of financial markets has strengthened since the US subprime mortgage crisis has gathered steam. We study whether the decoupling-recoupling hypothesis holds for news to speculative bubbles in equity markets. For several Latin American countries, we do not find evidence of a recoupling of speculative bubbles.
AB - The US subprime mortgage crisis has led to increased interest in the decoupling-recoupling hypothesis, according to which the international comovement of financial markets has strengthened since the US subprime mortgage crisis has gathered steam. We study whether the decoupling-recoupling hypothesis holds for news to speculative bubbles in equity markets. For several Latin American countries, we do not find evidence of a recoupling of speculative bubbles.
U2 - 10.1080/09603107.2013.795271
DO - 10.1080/09603107.2013.795271
M3 - Article
SN - 0960-3107
VL - 23
SP - 1057
EP - 1065
JO - Applied Financial Economics
JF - Applied Financial Economics
IS - 13
ER -