A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America

Renatas Kizys, C. Pierdzioch

Research output: Contribution to journalArticlepeer-review

Abstract

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.
Original languageEnglish
Pages (from-to)1057-1065
Number of pages9
JournalApplied Financial Economics
Volume23
Issue number13
DOIs
Publication statusPublished - 2013

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