Title:Contagion, decoupling and the spillover effects of the US financial crisis : evidence from the BRIC markets Author(s):BEKIROS, Stelios D.Date:2014Citation:
- International review of financial analysis, 2014, Vol. 33, pp. 58-69
Type:ArticleAbstract:Even though the global contagion effects of the financial crisis have been well documented, the transmission mechanism as well as the nature of the volatility spillovers among the US, the EU and the BRIC markets has not ...
Title:Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics Author(s):BEKIROS, Stelios D.Date:2014Citation:
- Journal of banking and finance, 2014, Vol 39, pp. 117-134
Type:ArticleAbstract:The present study builds upon the seminal work of Engel and West (2005) and in particular on the relationship between exchange rates and fundamentals. The paper discusses the well-known puzzle that fundamental variables ...