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http://hdl.handle.net/10553/47045
| Title: | Contagion or interdependence between USA, Europe and Japan during the 1997 crisis? | Other Titles: | ¿Contagio o interdependencia entre los mercados USA, Europa y Japón durante la crisis del 97? | Authors: | Cáceres Apolinario, Rosa María Maroto Santana, Octavio Pérez Rodríguez, Jorge Vicente Ruiz Mallorquí, María Victoria Santana Martín, Domingo Javier |
UNESCO Clasification: | 531005 Política económica internacional | Keywords: | Crisis económicas Contagio financiero 1997 |
Issue Date: | 2004 | Publisher: | 0210-2412 | Journal: | Revista Española de Financiación y Contabilidad | Abstract: | In this study, we analyze the repercussion of the crisis of 1997 on the USA, Europe (UK, France, Germany and Spain) and Japan Stock Exchange Markets. Concretely, we study if there was contagion or interdependence among the same ones during November 30th 1995 and December 13th 2000, using daily data. The results show that contagion didn't exist, but there was interdependence among all markets. However, this interdependence diminished during the crisis like consequence of the own protection that each market carried out in the face of such eventualities. | URI: | http://hdl.handle.net/10553/47045 | ISSN: | 0210-2412 | Source: | Revista Espanola de Financiacion y Contabilidad[ISSN 0210-2412],v. 33, p. 415-442 |
| Appears in Collections: | Artículos |
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