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Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis Cover

Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis

ECONOMICS
Volume 12 (2024): Issue 3 (December 2024)
By: Hamza Kadiri,  Hassan Oukhouya,  Khalid Belkhoutout and  Khalid El Himdi  
Open Access
|Aug 2024

Authors

Hamza Kadiri

kadirihamza92@gmail.com

LERJP, Faculty of Law, Economic and Social Sciences of Souissi, Mohammed V University in Rabat, Morocco

Hassan Oukhouya

LMSA, Department of Mathematics, Faculty of Science, Mohammed V University in Rabat, Morocco

Khalid Belkhoutout

LERJP, Faculty of Law, Economic and Social Sciences of Souissi, Mohammed V University in Rabat, Morocco

Khalid El Himdi

LMSA, Department of Mathematics, Faculty of Science, Mohammed V University in Rabat, Morocco
DOI: https://doi.org/10.2478/eoik-2024-0039 | Journal eISSN: 2303-5013 | Journal ISSN: 2303-5005
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Language: English
Page range: 55 - 73
Submitted on: May 15, 2024
|
Accepted on: Aug 28, 2024
|
Published on: Aug 21, 2024
Published by: Oikos Institut d.o.o.
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
Stock market indices,
Contagion effects,
Co-integration tests,
Vector Error Correction Model (VECM),
Granger causality
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Microeconomics,
Macroeconomics,
Public finance and fiscal theory

© 2024 Hamza Kadiri, Hassan Oukhouya, Khalid Belkhoutout, Khalid El Himdi, published by Oikos Institut d.o.o.
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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